+68.8%
AG vs GTLB
-47.1%
+115.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.1% |
| 7D | +1.0% | +11.1% | -10.0% | -0.3% |
| 30D | +19.2% | +37.8% | -18.6% | +14.3% |
| 3M | +6.2% | +61.6% | -55.4% | -0.3% |
| 6M | -26.7% | +98.9% | -125.6% | -33.5% |
| YTD | +26.1% | +32.8% | -6.7% | +20.3% |
| 1Y | +131.7% | +14.7% | +117.0% | +124.8% |
| 3Y | +255.3% | +1.3% | +254.0% | +238.1% |
| All | +68.8% | -47.1% | +115.9% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling