+264.1%
AG vs GFS
-21.4%
+285.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | +3.2% | -9.0% | -6.6% |
| 30D | +6.4% | -9.6% | +15.9% | +9.1% |
| 3M | +28.4% | -38.5% | +66.8% | +44.2% |
| 6M | -24.5% | -1.3% | -23.2% | -25.3% |
| YTD | +21.2% | +31.8% | -10.6% | +10.4% |
| 1Y | +114.1% | +44.6% | +69.5% | +90.6% |
| All | +264.1% | -21.4% | +285.5% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling