+604.2%
COST vs AG
+73.4%
+530.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -2.3% |
| 30D | -4.4% | +6.4% | -10.8% | -4.7% |
| 3M | -8.1% | +28.4% | -36.5% | -9.1% |
| 6M | -9.2% | -24.5% | +15.2% | -8.6% |
| YTD | +5.1% | +21.2% | -16.1% | +3.3% |
| 1Y | -5.1% | +114.1% | -119.2% | -9.3% |
| 3Y | +70.4% | +268.0% | -197.7% | +55.9% |
| 5Y | +104.7% | +67.3% | +37.4% | +91.2% |
| All | +604.2% | +73.4% | +530.8% | +555.4% |
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