+103.9%
UL vs CG
+299.0%
-195.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -1.7% | -3.8% | +2.1% | -1.3% |
| 30D | +4.5% | +7.5% | -3.0% | +3.5% |
| 3M | +5.5% | -14.4% | +19.8% | +7.2% |
| 6M | +17.0% | -15.7% | +32.7% | +18.9% |
| YTD | +3.2% | -29.0% | +32.1% | +6.6% |
| 1Y | -1.9% | -22.1% | +20.2% | +0.2% |
| 3Y | +33.6% | +49.1% | -15.6% | +20.3% |
| 5Y | +31.5% | -18.4% | +49.9% | +27.5% |
| 10Y | +103.9% | +295.1% | -191.2% | +57.8% |
| All | +103.9% | +299.0% | -195.0% | +57.8% |
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