+57.5%
AG vs P
+712.4%
-654.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | +4.5% | +7.8% | -3.4% | +2.8% |
| 30D | +12.9% | +12.3% | +0.5% | +9.3% |
| 3M | +20.9% | +37.1% | -16.2% | +12.0% |
| 6M | -19.5% | +66.1% | -85.6% | -28.7% |
| YTD | +24.8% | +50.9% | -26.1% | +12.5% |
| 1Y | +120.2% | +27.2% | +93.0% | +103.2% |
| 3Y | +279.0% | +158.7% | +120.3% | +192.2% |
| 5Y | +67.9% | +291.1% | -223.2% | +17.8% |
| 10Y | +57.5% | +715.0% | -657.5% | -8.4% |
| All | +57.5% | +712.4% | -654.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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