+337.4%
AGI vs DGX
+255.3%
+82.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +7.2% | -1.2% | +8.4% | +7.4% |
| 3M | +4.3% | +15.8% | -11.5% | +2.5% |
| 6M | -27.1% | +18.2% | -45.3% | -28.6% |
| YTD | -6.6% | +37.2% | -43.8% | -10.3% |
| 1Y | +9.5% | +30.4% | -20.8% | +5.9% |
| 3Y | +208.4% | +96.7% | +111.7% | +183.3% |
| 5Y | +401.6% | +67.2% | +334.5% | +365.0% |
| All | +337.4% | +255.3% | +82.1% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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