+71.7%
AG vs D
+42.1%
+29.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +10.8% | +0.8% | +10.1% | +10.6% |
| 30D | -8.2% | +10.7% | -18.9% | -11.3% |
| 3M | -13.7% | +2.3% | -16.0% | -14.4% |
| 6M | -27.3% | +12.5% | -39.8% | -30.4% |
| YTD | -4.6% | +20.1% | -24.6% | -10.6% |
| 1Y | +39.4% | +15.6% | +23.8% | +31.8% |
| 3Y | +244.1% | +75.2% | +168.9% | +178.1% |
| 5Y | +16.8% | +14.6% | +2.2% | +7.8% |
| 10Y | +71.7% | +43.8% | +27.9% | +34.6% |
| All | +71.7% | +42.1% | +29.5% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling