+452.7%
AG vs P
+485.4%
-32.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.2% |
| 7D | +1.0% | +6.5% | -5.5% | -0.3% |
| 30D | +19.2% | +18.8% | +0.3% | +14.3% |
| 3M | +6.2% | +26.7% | -20.6% | +0.4% |
| 6M | -26.7% | +62.2% | -88.9% | -34.4% |
| YTD | +26.1% | +48.5% | -22.4% | +14.5% |
| 1Y | +131.7% | +26.4% | +105.3% | +114.8% |
| 3Y | +255.3% | +159.4% | +95.9% | +176.9% |
| 5Y | +61.9% | +275.8% | -213.9% | +16.3% |
| 10Y | +72.0% | +732.0% | -660.0% | +2.6% |
| All | +452.7% | +485.4% | -32.6% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling