+340.2%
COP vs AG
+64.8%
+275.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +11.7% | +12.5% | -0.7% | +10.3% |
| 3M | +17.7% | +28.2% | -10.5% | +14.3% |
| 6M | +18.3% | -18.8% | +37.1% | +19.2% |
| YTD | +49.1% | +27.4% | +21.7% | +41.4% |
| 1Y | +53.3% | +132.2% | -78.9% | +34.3% |
| 3Y | +22.2% | +286.9% | -264.7% | -3.5% |
| 5Y | +193.3% | +72.8% | +120.5% | +148.8% |
| 10Y | +340.2% | +74.6% | +265.6% | +258.3% |
| All | +340.2% | +64.8% | +275.4% | +258.3% |
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