+72.8%
AG vs DD
+59.3%
+13.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.6% |
| 7D | -0.1% | -3.8% | +3.7% | +2.1% |
| 30D | +12.5% | -9.2% | +21.7% | +19.1% |
| 3M | +28.2% | -9.0% | +37.1% | +36.1% |
| 6M | -18.8% | -5.0% | -13.9% | -15.4% |
| YTD | +27.4% | +7.4% | +20.0% | +25.6% |
| 1Y | +132.2% | +35.1% | +97.1% | +102.4% |
| 3Y | +286.9% | +43.2% | +243.6% | +222.1% |
| 5Y | +72.8% | +59.6% | +13.1% | +26.0% |
| All | +72.8% | +59.3% | +13.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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