+61.6%
AG vs DGX
+255.3%
-193.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.3% |
| 7D | -6.7% | -0.9% | -5.8% | -6.6% |
| 30D | +2.2% | -1.2% | +3.3% | +2.5% |
| 3M | +15.7% | +15.8% | -0.1% | +12.3% |
| 6M | -23.8% | +18.2% | -42.0% | -26.5% |
| YTD | +17.6% | +37.2% | -19.6% | +9.8% |
| 1Y | +88.6% | +30.4% | +58.3% | +77.8% |
| 3Y | +253.4% | +96.7% | +156.7% | +202.6% |
| 5Y | +62.4% | +67.2% | -4.7% | +42.0% |
| All | +61.6% | +255.3% | -193.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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