-35.4%
CG vs AGI
+9.2%
-44.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -9.9% | -2.7% | -7.1% | -9.6% |
| 30D | -11.7% | +7.2% | -18.9% | -12.4% |
| 3M | -4.3% | +4.3% | -8.5% | -5.0% |
| 6M | -8.8% | -27.1% | +18.3% | -6.4% |
| YTD | -26.9% | -6.6% | -20.3% | -27.9% |
| 1Y | -35.4% | +9.5% | -44.9% | -38.5% |
| All | -35.4% | +9.2% | -44.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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