+5,453.2%
AGI vs GAP
+135.9%
+5,317.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.6% |
| 7D | +2.2% | -3.2% | +5.4% | +2.4% |
| 30D | +11.3% | -0.7% | +12.0% | +11.2% |
| 3M | +5.6% | -0.5% | +6.1% | +5.5% |
| 6M | -27.7% | -5.0% | -22.7% | -27.7% |
| YTD | -4.1% | -14.7% | +10.6% | -3.7% |
| 1Y | +13.8% | -8.6% | +22.4% | +13.8% |
| 3Y | +217.0% | +108.4% | +108.7% | +197.6% |
| 5Y | +404.3% | +5.8% | +398.6% | +381.6% |
| 10Y | +400.5% | +29.6% | +370.9% | +344.0% |
| All | +5,453.2% | +135.9% | +5,317.2% | +4,205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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