+74.6%
AG vs D
+34.1%
+40.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.6% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +12.5% | -2.1% | +14.5% | +13.1% |
| 3M | +28.2% | -0.7% | +28.9% | +28.2% |
| 6M | -18.8% | +5.6% | -24.4% | -20.7% |
| YTD | +27.4% | +14.6% | +12.8% | +21.2% |
| 1Y | +132.2% | +15.3% | +116.8% | +119.8% |
| 3Y | +286.9% | +59.1% | +227.7% | +222.4% |
| 5Y | +72.8% | +3.9% | +68.9% | +64.0% |
| 10Y | +74.6% | +38.5% | +36.1% | +32.7% |
| All | +74.6% | +34.1% | +40.5% | +32.7% |
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