+229.7%
AG vs EQX
+232.0%
-2.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -4.2% |
| 7D | -6.7% | -3.2% | -3.5% | -4.5% |
| 30D | +2.2% | +7.8% | -5.6% | -3.4% |
| 3M | +15.7% | +21.3% | -5.6% | +0.3% |
| 6M | -23.8% | -22.4% | -1.4% | -7.8% |
| YTD | +17.6% | -11.3% | +29.0% | +31.0% |
| 1Y | +88.6% | +13.5% | +75.1% | +78.0% |
| 3Y | +253.4% | +162.1% | +91.3% | +75.8% |
| 5Y | +62.4% | +84.2% | -21.8% | -4.6% |
| All | +229.7% | +232.0% | -2.3% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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