+114.1%
AG vs DG
+20.1%
+94.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.7% |
| 7D | -5.8% | -6.3% | +0.5% | -5.0% |
| 30D | +6.4% | +2.4% | +3.9% | +5.9% |
| 3M | +28.4% | +12.4% | +15.9% | +24.5% |
| 6M | -24.5% | -14.9% | -9.5% | -20.2% |
| YTD | +21.2% | -6.1% | +27.2% | +27.8% |
| 1Y | +114.1% | +17.9% | +96.2% | +128.5% |
| All | +114.1% | +20.1% | +94.0% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling