+69.3%
AG vs CG
+9.9%
+59.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.2% |
| 7D | +4.5% | -1.3% | +5.7% | +5.0% |
| 30D | +12.9% | -3.2% | +16.0% | +14.0% |
| 3M | +20.9% | +6.2% | +14.7% | +18.0% |
| 6M | -19.5% | -4.7% | -14.9% | -18.6% |
| YTD | +24.8% | -20.6% | +45.4% | +34.3% |
| 1Y | +120.2% | -26.4% | +146.6% | +143.0% |
| 3Y | +279.0% | +55.4% | +223.6% | +208.9% |
| All | +69.3% | +9.9% | +59.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling