+35.9%
AG vs S
-57.7%
+93.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | +12.5% | -12.6% | +25.0% | +14.5% |
| 3M | +28.2% | +27.6% | +0.6% | +22.0% |
| 6M | -18.8% | +35.5% | -54.3% | -24.4% |
| YTD | +27.4% | +29.6% | -2.2% | +19.3% |
| 1Y | +132.2% | +8.1% | +124.1% | +124.3% |
| 3Y | +286.9% | +14.8% | +272.1% | +261.2% |
| 5Y | +72.8% | -70.6% | +143.3% | +77.5% |
| All | +35.9% | -57.7% | +93.6% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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