+63.3%
UL vs CG
+321.9%
-258.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -4.1% | -9.8% | +5.7% | -2.9% |
| 30D | -1.2% | -10.3% | +9.1% | 0.0% |
| 3M | +6.0% | -1.7% | +7.6% | +6.0% |
| 6M | -5.5% | -9.8% | +4.3% | -4.6% |
| YTD | -3.3% | -25.6% | +22.3% | -0.5% |
| 1Y | -9.8% | -32.5% | +22.7% | -6.2% |
| 3Y | +20.1% | +45.6% | -25.5% | +8.9% |
| 5Y | +19.2% | +3.7% | +15.5% | +11.0% |
| All | +63.3% | +321.9% | -258.5% | +24.7% |
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