+274.9%
AG vs DG
+7.4%
+267.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.2% |
| 7D | +4.5% | -2.5% | +6.9% | +5.0% |
| 30D | +12.9% | +1.0% | +11.9% | +12.5% |
| 3M | +20.9% | +20.3% | +0.6% | +15.2% |
| 6M | -19.5% | -11.7% | -7.8% | -17.4% |
| YTD | +24.8% | -2.3% | +27.1% | +25.5% |
| 1Y | +120.2% | +20.0% | +100.2% | +111.1% |
| All | +274.9% | +7.4% | +267.5% | +228.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling