+113.0%
COP vs AG
+12.9%
+100.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | -11.5% | +6.3% | -17.8% | -11.9% |
| 30D | +5.0% | -8.9% | +13.9% | +5.5% |
| 3M | +17.5% | -12.2% | +29.7% | +18.1% |
| 6M | +16.2% | -28.3% | +44.5% | +18.0% |
| YTD | +48.8% | -8.8% | +57.6% | +44.6% |
| 1Y | +64.1% | +39.4% | +24.7% | +51.3% |
| 3Y | +25.7% | +229.4% | -203.8% | -2.3% |
| All | +113.0% | +12.9% | +100.1% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling