+59.8%
AG vs GFS
-3.9%
+63.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +4.5% | +2.6% | +1.8% | +3.8% |
| 30D | +12.9% | -16.4% | +29.3% | +17.8% |
| 3M | +20.9% | -41.6% | +62.5% | +37.0% |
| 6M | -19.5% | -3.7% | -15.9% | -20.0% |
| YTD | +24.8% | +29.3% | -4.5% | +14.8% |
| 1Y | +120.2% | +37.1% | +83.1% | +99.5% |
| 3Y | +279.0% | -22.1% | +301.1% | +277.9% |
| All | +59.8% | -3.9% | +63.7% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling