-4.9%
AG vs PL
+45.6%
-50.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | +6.0% | +5.6% | +0.3% | +4.4% |
| 30D | -13.5% | -16.9% | +3.4% | -10.7% |
| 3M | -20.7% | -38.2% | +17.5% | -13.4% |
| 6M | -31.5% | -63.4% | +31.9% | -18.1% |
| YTD | -10.1% | -27.6% | +17.5% | -7.7% |
| 1Y | +26.0% | +6.6% | +19.4% | +19.2% |
| 3Y | +228.9% | +557.6% | -328.7% | +99.7% |
| 5Y | +8.7% | +39.5% | -30.8% | -16.1% |
| All | -4.9% | +45.6% | -50.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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