+89.0%
AG vs IP
+23.9%
+65.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.7% | -5.6% |
| 7D | +6.0% | 0.0% | +5.9% | +6.0% |
| 30D | -13.5% | +9.4% | -22.9% | -15.2% |
| 3M | -20.7% | -14.1% | -6.6% | -18.2% |
| 6M | -31.5% | +9.2% | -40.7% | -32.8% |
| YTD | -10.1% | -7.5% | -2.6% | -9.6% |
| 1Y | +26.0% | -2.8% | +28.8% | +25.6% |
| 3Y | +228.9% | +21.2% | +207.7% | +205.9% |
| 5Y | +8.7% | -11.5% | +20.2% | +5.4% |
| All | +89.0% | +23.9% | +65.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling