+363.8%
ALL vs AG
+77.4%
+286.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.5% |
| 7D | -3.9% | +10.8% | -14.7% | -4.0% |
| 30D | +10.6% | -8.2% | +18.8% | +10.7% |
| 3M | -4.6% | -13.7% | +9.1% | -4.4% |
| 6M | +20.2% | -27.3% | +47.5% | +20.6% |
| YTD | +23.7% | -4.6% | +28.3% | +22.8% |
| 1Y | +27.9% | +39.4% | -11.5% | +25.5% |
| 3Y | +109.2% | +244.1% | -134.9% | +97.2% |
| 5Y | +148.0% | +16.8% | +131.2% | +139.3% |
| 10Y | +363.8% | +71.7% | +292.1% | +338.6% |
| All | +363.8% | +77.4% | +286.4% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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