+104.4%
COST vs AG
+69.4%
+35.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.3% | +12.5% | -17.7% | -5.8% |
| 3M | -6.7% | +28.2% | -34.8% | -7.9% |
| 6M | -9.9% | -18.8% | +8.9% | -9.3% |
| YTD | +5.1% | +27.4% | -22.2% | +2.4% |
| 1Y | -7.3% | +132.2% | -139.5% | -13.9% |
| 3Y | +70.4% | +286.9% | -216.5% | +46.8% |
| 5Y | +104.4% | +72.8% | +31.6% | +85.5% |
| All | +104.4% | +69.4% | +35.0% | +85.5% |
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