+67.2%
AG vs DOC
-24.5%
+91.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.0% |
| 7D | +1.0% | -1.5% | +2.5% | +1.8% |
| 30D | +19.2% | -4.8% | +23.9% | +22.2% |
| 3M | +6.2% | +6.9% | -0.7% | +1.8% |
| 6M | -26.7% | +20.7% | -47.4% | -34.3% |
| YTD | +26.1% | +34.1% | -8.0% | +6.6% |
| 1Y | +131.7% | +22.6% | +109.0% | +104.1% |
| 3Y | +255.3% | +20.8% | +234.5% | +213.7% |
| All | +67.2% | -24.5% | +91.7% | +84.3% |
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