-8.0%
AG vs CG
+282.0%
-290.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.7% |
| 7D | -10.0% | +0.2% | -10.1% | -9.9% |
| 30D | -10.5% | +11.2% | -21.7% | -13.0% |
| 3M | -27.3% | -22.1% | -5.2% | -22.4% |
| 6M | -43.0% | -17.9% | -25.1% | -40.0% |
| YTD | -17.9% | -31.3% | +13.4% | -10.2% |
| 1Y | +11.9% | -24.0% | +35.9% | +19.6% |
| 3Y | +201.8% | +45.0% | +156.8% | +173.5% |
| 5Y | -0.1% | -22.6% | +22.6% | -0.7% |
| 10Y | +72.7% | +282.1% | -209.4% | +29.0% |
| All | -8.0% | +282.0% | -290.0% | -32.1% |
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