+50.6%
AG vs GFS
0.0%
+50.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.5% |
| 7D | -6.7% | +3.8% | -10.6% | -7.6% |
| 30D | +2.2% | -11.7% | +13.9% | +5.3% |
| 3M | +15.7% | -41.8% | +57.5% | +31.1% |
| 6M | -23.8% | +6.6% | -30.4% | -26.1% |
| YTD | +17.6% | +34.6% | -17.0% | +7.1% |
| 1Y | +88.6% | +46.2% | +42.5% | +68.1% |
| 3Y | +253.4% | -20.3% | +273.8% | +250.2% |
| All | +50.6% | 0.0% | +50.6% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling