+305.8%
CME vs AG
+72.5%
+233.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | +2.5% | -4.0% | +6.5% | +2.6% |
| 30D | +13.9% | -13.1% | +27.0% | +14.3% |
| 3M | +22.4% | -22.0% | +44.4% | +23.0% |
| 6M | +12.9% | -37.3% | +50.1% | +14.0% |
| YTD | +19.6% | -11.2% | +30.8% | +18.9% |
| 1Y | +17.7% | +23.9% | -6.3% | +15.5% |
| 3Y | +65.3% | +225.1% | -159.8% | +53.8% |
| 5Y | +75.1% | +7.7% | +67.4% | +68.7% |
| 10Y | +305.8% | +86.9% | +218.9% | +281.1% |
| All | +305.8% | +72.5% | +233.3% | +281.1% |
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