+201.8%
AG vs GTLB
+5.1%
+196.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -10.0% | -0.7% | -9.2% | -9.9% |
| 30D | -10.5% | -10.2% | -0.3% | -9.0% |
| 3M | -27.3% | +10.1% | -37.4% | -28.4% |
| 6M | -43.0% | +116.5% | -159.4% | -49.1% |
| YTD | -17.9% | +27.2% | -45.1% | -20.7% |
| 1Y | +11.9% | +8.6% | +3.4% | +10.9% |
| 3Y | +201.8% | +5.6% | +196.2% | +177.8% |
| All | +201.8% | +5.1% | +196.7% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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