+206.6%
SPG vs CG
+306.4%
-99.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.6% | -4.6% | -0.6% |
| 7D | +5.1% | +3.0% | +2.0% | +3.7% |
| 30D | +16.8% | +10.1% | +6.7% | +12.2% |
| 3M | +5.7% | -10.8% | +16.5% | +9.8% |
| 6M | +17.8% | -15.2% | +33.0% | +24.1% |
| YTD | +30.1% | -26.9% | +57.0% | +43.5% |
| 1Y | +32.8% | -17.0% | +49.8% | +38.7% |
| 3Y | +137.2% | +54.6% | +82.6% | +80.1% |
| 5Y | +81.5% | -16.7% | +98.2% | +71.9% |
| 10Y | +116.5% | +320.1% | -203.6% | +23.8% |
| All | +206.6% | +306.4% | -99.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling