+995.4%
TER vs CG
+278.5%
+717.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.9% |
| 7D | +14.4% | +0.2% | +14.2% | +14.3% |
| 30D | -30.6% | +11.2% | -41.8% | -34.8% |
| 3M | -39.2% | -22.1% | -17.1% | -31.1% |
| 6M | -31.3% | -17.9% | -13.3% | -25.0% |
| YTD | +29.1% | -31.3% | +60.4% | +53.8% |
| 1Y | +47.4% | -24.0% | +71.4% | +66.1% |
| 3Y | +191.2% | +45.0% | +146.3% | +119.6% |
| 5Y | +74.0% | -22.6% | +96.6% | +76.8% |
| All | +995.4% | +278.5% | +717.0% | +448.4% |
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