+69.8%
AG vs CG
+274.5%
-204.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -4.0% |
| 7D | -6.0% | -1.5% | -4.5% | -5.6% |
| 30D | -14.3% | +5.7% | -20.0% | -15.7% |
| 3M | -26.9% | -17.9% | -9.0% | -22.8% |
| 6M | -42.1% | -20.2% | -21.9% | -38.4% |
| YTD | -15.9% | -32.0% | +16.1% | -6.9% |
| 1Y | +11.5% | -27.0% | +38.5% | +21.3% |
| 3Y | +208.0% | +42.8% | +165.2% | +177.2% |
| 5Y | +2.4% | -23.4% | +25.9% | +1.1% |
| All | +69.8% | +274.5% | -204.7% | +48.6% |
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