+33.4%
AG vs SPYG
+10.8%
+22.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.3% | +7.9% | +6.8% |
| 7D | -2.6% | -2.8% | +0.2% | +2.9% |
| 30D | -12.1% | -6.2% | -5.9% | -0.6% |
| 3M | -6.6% | -3.6% | -3.0% | +0.5% |
| 6M | -20.5% | +4.8% | -25.2% | -24.4% |
| YTD | -7.4% | +11.0% | -18.4% | -18.5% |
| 1Y | +33.4% | +11.2% | +22.2% | +18.3% |
| All | +33.4% | +10.8% | +22.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling