+41.4%
AG vs CG
+351.2%
-309.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.5% |
| 7D | +1.0% | -4.3% | +5.3% | +2.2% |
| 30D | +19.2% | -5.1% | +24.3% | +20.6% |
| 3M | +6.2% | +8.7% | -2.5% | +3.8% |
| 6M | -26.7% | -9.2% | -17.4% | -25.1% |
| YTD | +26.1% | -18.9% | +45.0% | +32.1% |
| 1Y | +131.7% | -25.6% | +157.3% | +147.7% |
| 3Y | +255.3% | +57.3% | +198.1% | +213.4% |
| 5Y | +61.9% | +10.2% | +51.8% | +49.2% |
| 10Y | +72.0% | +364.2% | -292.2% | +22.3% |
| All | +41.4% | +351.2% | -309.8% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling