+11.5%
AG vs CG
-26.5%
+38.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -2.9% |
| 7D | -6.0% | -1.5% | -4.5% | -5.1% |
| 30D | -14.3% | +5.7% | -20.0% | -16.7% |
| 3M | -26.9% | -17.9% | -9.0% | -19.3% |
| 6M | -42.1% | -20.2% | -21.9% | -35.3% |
| YTD | -15.9% | -32.0% | +16.1% | -0.1% |
| 1Y | +11.5% | -27.0% | +38.5% | +20.8% |
| All | +11.5% | -26.5% | +38.0% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling