+68.4%
T vs CG
+324.5%
-256.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.1% |
| 7D | -3.1% | -6.4% | +3.3% | -2.0% |
| 30D | +4.6% | -7.1% | +11.6% | +5.7% |
| 3M | +12.2% | -1.6% | +13.8% | +12.2% |
| 6M | -6.5% | -8.3% | +1.9% | -5.6% |
| YTD | +4.9% | -23.8% | +28.7% | +8.6% |
| 1Y | -10.5% | -28.7% | +18.3% | -6.5% |
| 3Y | +104.6% | +49.2% | +55.4% | +77.0% |
| 5Y | +64.2% | +5.5% | +58.7% | +48.0% |
| 10Y | +68.4% | +331.2% | -262.8% | +18.7% |
| All | +68.4% | +324.5% | -256.0% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling