+3.7%
CG vs AGI
+389.6%
-385.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.9% |
| 7D | -9.8% | -5.3% | -4.5% | -9.1% |
| 30D | -10.3% | +6.8% | -17.1% | -11.3% |
| 3M | -1.7% | +8.3% | -10.0% | -3.2% |
| 6M | -9.8% | -29.2% | +19.4% | -5.9% |
| YTD | -25.6% | -7.3% | -18.3% | -26.2% |
| 1Y | -32.5% | +8.0% | -40.6% | -35.1% |
| 3Y | +45.6% | +206.6% | -160.9% | +10.8% |
| 5Y | +3.7% | +398.1% | -394.5% | -27.5% |
| All | +3.7% | +389.6% | -385.9% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling