+61.6%
AG vs TRU
+147.2%
-85.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | -6.7% | -2.7% | -4.0% | -6.1% |
| 30D | +2.2% | -2.0% | +4.2% | +2.7% |
| 3M | +15.7% | +18.4% | -2.7% | +10.0% |
| 6M | -23.8% | +8.9% | -32.7% | -26.2% |
| YTD | +17.6% | -8.9% | +26.6% | +18.5% |
| 1Y | +88.6% | -15.9% | +104.5% | +93.2% |
| 3Y | +253.4% | -1.1% | +254.5% | +234.1% |
| 5Y | +62.4% | -35.2% | +97.6% | +67.3% |
| All | +61.6% | +147.2% | -85.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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