+685.3%
AU vs CG
+2.7%
+682.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.9% |
| 7D | -7.0% | -9.8% | +2.8% | -5.3% |
| 30D | +7.3% | -10.3% | +17.6% | +9.2% |
| 3M | +33.2% | -1.7% | +34.9% | +33.3% |
| 6M | -0.6% | -9.8% | +9.2% | +0.9% |
| YTD | +26.2% | -25.6% | +51.8% | +31.3% |
| 1Y | +68.3% | -32.5% | +100.8% | +77.2% |
| 3Y | +592.1% | +45.6% | +546.5% | +534.6% |
| 5Y | +685.3% | +3.7% | +681.6% | +603.2% |
| All | +685.3% | +2.7% | +682.5% | +603.2% |
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