+67.9%
AG vs DRI
+70.3%
-2.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +4.5% | -1.2% | +5.7% | +4.9% |
| 30D | +12.9% | -0.4% | +13.3% | +13.0% |
| 3M | +20.9% | +9.5% | +11.4% | +17.4% |
| 6M | -19.5% | +6.5% | -26.0% | -21.5% |
| YTD | +24.8% | +18.4% | +6.4% | +17.2% |
| 1Y | +120.2% | +4.2% | +116.0% | +115.1% |
| 3Y | +279.0% | +57.1% | +221.9% | +205.6% |
| 5Y | +67.9% | +70.4% | -2.5% | +23.8% |
| All | +67.9% | +70.3% | -2.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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