+439.9%
AG vs SPYG
+1,069.2%
-629.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | +4.5% | +1.2% | +3.3% | +3.4% |
| 30D | +12.9% | -1.6% | +14.4% | +14.5% |
| 3M | +20.9% | +3.4% | +17.6% | +18.2% |
| 6M | -19.5% | +18.9% | -38.4% | -29.6% |
| YTD | +24.8% | +13.8% | +11.0% | +13.9% |
| 1Y | +120.2% | +20.6% | +99.6% | +92.5% |
| 3Y | +279.0% | +100.5% | +178.5% | +112.3% |
| 5Y | +67.9% | +84.6% | -16.7% | -0.9% |
| 10Y | +57.5% | +410.8% | -353.3% | -67.8% |
| All | +439.9% | +1,069.2% | -629.3% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling