+59.1%
T vs CG
+304.6%
-245.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.9% |
| 7D | +2.6% | +2.0% | +0.6% | +2.2% |
| 30D | -1.1% | +8.5% | -9.6% | -2.5% |
| 3M | -7.7% | -12.1% | +4.4% | -6.0% |
| 6M | -10.6% | -16.4% | +5.8% | -8.4% |
| YTD | -7.5% | -28.0% | +20.5% | -3.5% |
| 1Y | -7.4% | -18.9% | +11.5% | -5.6% |
| 3Y | +63.1% | +51.2% | +11.8% | +39.8% |
| 5Y | +55.2% | -15.9% | +71.1% | +47.8% |
| All | +59.1% | +304.6% | -245.5% | +9.7% |
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