+445.6%
AG vs D
+273.1%
+172.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | +1.0% | +1.5% | -0.4% | +0.3% |
| 30D | +19.2% | -2.6% | +21.8% | +20.6% |
| 3M | +6.2% | 0.0% | +6.1% | +5.8% |
| 6M | -26.7% | +7.4% | -34.0% | -29.7% |
| YTD | +26.1% | +15.9% | +10.2% | +16.8% |
| 1Y | +131.7% | +18.1% | +113.5% | +111.6% |
| 3Y | +255.3% | +58.4% | +197.0% | +174.9% |
| 5Y | +61.9% | +5.2% | +56.7% | +51.7% |
| 10Y | +72.0% | +35.9% | +36.2% | +28.1% |
| All | +445.6% | +273.1% | +172.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling