+61.6%
AG vs SPYG
+424.6%
-362.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.5% |
| 7D | -6.7% | -0.9% | -5.8% | -6.1% |
| 30D | +2.2% | -1.5% | +3.7% | +3.4% |
| 3M | +15.7% | +3.7% | +12.0% | +13.2% |
| 6M | -23.8% | +16.4% | -40.2% | -30.2% |
| YTD | +17.6% | +13.3% | +4.3% | +10.0% |
| 1Y | +88.6% | +17.9% | +70.8% | +72.9% |
| 3Y | +253.4% | +98.3% | +155.1% | +136.5% |
| 5Y | +62.4% | +86.4% | -24.0% | +10.2% |
| All | +61.6% | +424.6% | -362.9% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling