+350.2%
CG vs AGI
+115.1%
+235.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.6% |
| 7D | -4.3% | +0.6% | -4.9% | -4.3% |
| 30D | -5.1% | +18.2% | -23.3% | -5.8% |
| 3M | +8.7% | -4.1% | +12.8% | +8.7% |
| 6M | -9.2% | -28.7% | +19.5% | -8.3% |
| YTD | -18.9% | -4.0% | -14.9% | -19.1% |
| 1Y | -25.6% | +17.4% | -43.1% | -26.4% |
| 3Y | +57.3% | +203.0% | -145.7% | +49.9% |
| 5Y | +10.2% | +376.7% | -366.5% | +3.5% |
| 10Y | +364.2% | +407.5% | -43.3% | +337.6% |
| All | +350.2% | +115.1% | +235.1% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling