+23.1%
AG vs DOC
-22.8%
+45.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.1% | +6.0% | +7.6% |
| 7D | -2.6% | +8.7% | -11.3% | -6.6% |
| 30D | -12.1% | +7.6% | -19.7% | -15.5% |
| 3M | -6.6% | -5.3% | -1.3% | -4.1% |
| 6M | -20.5% | +27.6% | -48.1% | -31.0% |
| YTD | -7.4% | +32.4% | -39.8% | -21.6% |
| 1Y | +33.4% | +22.9% | +10.5% | +17.4% |
| 3Y | +219.9% | +43.1% | +176.8% | +153.1% |
| 5Y | +23.1% | -21.4% | +44.5% | +41.9% |
| All | +23.1% | -22.8% | +45.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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