+59.4%
AG vs CF
+575.3%
-515.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.3% |
| 7D | +1.0% | +6.0% | -5.0% | -0.1% |
| 30D | +19.2% | +14.8% | +4.3% | +15.9% |
| 3M | +6.2% | +14.1% | -7.9% | +3.0% |
| 6M | -26.7% | +28.5% | -55.2% | -32.2% |
| YTD | +26.1% | +74.9% | -48.8% | +8.6% |
| 1Y | +131.7% | +61.7% | +70.0% | +102.5% |
| 3Y | +255.3% | +80.3% | +175.0% | +199.3% |
| 5Y | +61.9% | +226.0% | -164.0% | +19.9% |
| All | +59.4% | +575.3% | -515.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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