+672.3%
AU vs CG
+314.7%
+357.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -4.3% | -9.9% | +5.6% | -3.1% |
| 30D | +7.3% | -11.7% | +19.0% | +8.8% |
| 3M | +26.3% | -4.3% | +30.6% | +26.8% |
| 6M | +1.8% | -8.8% | +10.5% | +2.7% |
| YTD | +26.8% | -26.9% | +53.7% | +30.7% |
| 1Y | +66.7% | -35.4% | +102.1% | +73.6% |
| 3Y | +579.1% | +43.0% | +536.0% | +547.7% |
| 5Y | +689.3% | +1.9% | +687.4% | +652.2% |
| All | +672.3% | +314.7% | +357.6% | +716.5% |
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