-21.5%
CG vs AGI
+243.7%
-265.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.2% | -10.1% | +10.3% | +1.8% |
| 30D | +11.2% | -6.5% | +17.7% | +12.0% |
| 3M | -22.1% | -12.8% | -9.3% | -20.8% |
| 6M | -17.9% | -34.3% | +16.4% | -13.3% |
| YTD | -31.3% | -25.6% | -5.7% | -29.8% |
| 1Y | -24.0% | -14.2% | -9.7% | -24.3% |
| 3Y | +45.0% | +127.3% | -82.3% | +13.6% |
| All | -21.5% | +243.7% | -265.2% | -43.3% |
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