+291.9%
C vs AG
+60.0%
+231.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +3.6% | +1.0% | +2.6% | +3.5% |
| 30D | +0.1% | +19.2% | -19.1% | -1.2% |
| 3M | +2.4% | +6.2% | -3.7% | +1.6% |
| 6M | +24.9% | -26.7% | +51.6% | +26.5% |
| YTD | +19.8% | +26.1% | -6.3% | +16.6% |
| 1Y | +44.9% | +131.7% | -86.8% | +35.0% |
| 3Y | +263.0% | +255.3% | +7.6% | +222.3% |
| 5Y | +129.5% | +61.9% | +67.6% | +109.2% |
| All | +291.9% | +60.0% | +231.9% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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