+52.4%
CL vs AG
+60.0%
-7.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.4% |
| 7D | -2.2% | +1.0% | -3.2% | -2.2% |
| 30D | -4.8% | +19.2% | -24.0% | -5.2% |
| 3M | +4.9% | +6.2% | -1.2% | +4.6% |
| 6M | -5.7% | -26.7% | +21.0% | -5.2% |
| YTD | +14.4% | +26.1% | -11.7% | +13.2% |
| 1Y | +8.7% | +131.7% | -122.9% | +5.6% |
| 3Y | +30.0% | +255.3% | -225.4% | +23.1% |
| 5Y | +28.4% | +61.9% | -33.6% | +23.7% |
| All | +52.4% | +60.0% | -7.6% | +49.0% |
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