+66.7%
AU vs CG
-33.8%
+100.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -4.3% | -9.9% | +5.6% | -0.8% |
| 30D | +7.3% | -11.7% | +19.0% | +11.8% |
| 3M | +26.3% | -4.3% | +30.6% | +27.1% |
| 6M | +1.8% | -8.8% | +10.5% | +4.3% |
| YTD | +26.8% | -26.9% | +53.7% | +35.8% |
| 1Y | +66.7% | -35.4% | +102.1% | +76.9% |
| All | +66.7% | -33.8% | +100.5% | +76.9% |
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