+1,744.2%
TER vs CG
+345.5%
+1,398.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.4% |
| 7D | +11.0% | -1.3% | +12.2% | +11.6% |
| 30D | -1.9% | -3.2% | +1.3% | -0.7% |
| 3M | -0.7% | +6.2% | -6.9% | -4.9% |
| 6M | +36.4% | -4.7% | +41.0% | +37.9% |
| YTD | +92.4% | -20.6% | +113.1% | +113.5% |
| 1Y | +213.5% | -26.4% | +239.9% | +260.5% |
| 3Y | +277.2% | +55.4% | +221.9% | +175.4% |
| 5Y | +219.1% | +9.8% | +209.3% | +170.6% |
| 10Y | +1,744.2% | +341.4% | +1,402.9% | +740.4% |
| All | +1,744.2% | +345.5% | +1,398.7% | +740.4% |
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