+7.7%
AG vs SM
-0.4%
+8.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -2.1% |
| 7D | -4.0% | +0.3% | -4.4% | -4.1% |
| 30D | -13.1% | -17.3% | +4.3% | -10.8% |
| 3M | -22.0% | -3.6% | -18.4% | -22.7% |
| 6M | -37.3% | +2.9% | -40.2% | -39.5% |
| YTD | -11.2% | +70.2% | -81.4% | -26.4% |
| 1Y | +23.9% | +66.5% | -42.6% | +3.0% |
| 3Y | +225.1% | -8.2% | +233.4% | +203.5% |
| 5Y | +7.7% | -1.5% | +9.2% | -3.2% |
| All | +7.7% | -0.4% | +8.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling