+337.4%
AGI vs GFI
+1,066.8%
-729.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.5% |
| 7D | -2.7% | -4.9% | +2.1% | +0.3% |
| 30D | +7.2% | +10.7% | -3.5% | +0.8% |
| 3M | +4.3% | +25.6% | -21.4% | -9.2% |
| 6M | -27.1% | -8.3% | -18.8% | -23.2% |
| YTD | -6.6% | +6.3% | -12.9% | -10.1% |
| 1Y | +9.5% | +22.1% | -12.6% | -3.8% |
| 3Y | +208.4% | +289.2% | -80.7% | +24.0% |
| 5Y | +401.6% | +531.7% | -130.0% | +32.8% |
| All | +337.4% | +1,066.8% | -729.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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