+325.0%
COP vs AG
+72.5%
+252.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +0.7% | -4.0% | +4.7% | +1.0% |
| 30D | +0.2% | -13.1% | +13.3% | +1.2% |
| 3M | +10.2% | -22.0% | +32.2% | +12.1% |
| 6M | +20.1% | -37.3% | +57.4% | +23.9% |
| YTD | +50.5% | -11.2% | +61.7% | +46.9% |
| 1Y | +56.8% | +23.9% | +32.9% | +46.9% |
| 3Y | +30.3% | +225.1% | -194.9% | +3.9% |
| 5Y | +126.8% | +7.7% | +119.1% | +100.7% |
| 10Y | +325.0% | +86.9% | +238.1% | +234.0% |
| All | +325.0% | +72.5% | +252.5% | +234.0% |
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