+306.5%
AU vs CG
+341.4%
-34.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.9% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +12.8% | -3.2% | +15.9% | +13.1% |
| 3M | +28.5% | +6.2% | +22.2% | +27.5% |
| 6M | +4.8% | -4.7% | +9.5% | +5.2% |
| YTD | +31.0% | -20.6% | +51.6% | +33.4% |
| 1Y | +81.4% | -26.4% | +107.8% | +86.0% |
| 3Y | +618.4% | +55.4% | +563.1% | +582.4% |
| 5Y | +686.3% | +9.8% | +676.5% | +650.0% |
| 10Y | +664.5% | +341.4% | +323.2% | +575.7% |
| All | +306.5% | +341.4% | -34.9% | +265.0% |
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