+56.2%
AG vs GFI
+524.1%
-467.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.0% |
| 7D | -6.7% | -4.9% | -1.9% | -3.1% |
| 30D | +2.2% | +10.7% | -8.6% | -5.4% |
| 3M | +15.7% | +25.6% | -9.9% | -2.7% |
| 6M | -23.8% | -8.3% | -15.5% | -19.0% |
| YTD | +17.6% | +6.3% | +11.3% | +14.9% |
| 1Y | +88.6% | +22.1% | +66.6% | +67.3% |
| 3Y | +253.4% | +289.2% | -35.8% | +33.9% |
| All | +56.2% | +524.1% | -467.9% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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