+61.6%
AG vs CG
+314.7%
-253.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | -6.7% | -9.9% | +3.1% | -4.0% |
| 30D | +2.2% | -11.7% | +13.8% | +5.6% |
| 3M | +15.7% | -4.3% | +20.0% | +16.9% |
| 6M | -23.8% | -8.8% | -15.0% | -22.1% |
| YTD | +17.6% | -26.9% | +44.5% | +27.2% |
| 1Y | +88.6% | -35.4% | +124.1% | +110.4% |
| 3Y | +253.4% | +43.0% | +210.4% | +216.9% |
| 5Y | +62.4% | +1.9% | +60.5% | +51.6% |
| All | +61.6% | +314.7% | -253.1% | +49.9% |
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