+371.6%
ALL vs AG
+76.0%
+295.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | +5.0% | -10.0% | +15.0% | +5.2% |
| 30D | +13.3% | -10.5% | +23.8% | +13.4% |
| 3M | +3.2% | -27.3% | +30.4% | +3.5% |
| 6M | +25.3% | -43.0% | +68.3% | +26.3% |
| YTD | +30.5% | -17.9% | +48.4% | +29.7% |
| 1Y | +29.2% | +11.9% | +17.3% | +27.2% |
| 3Y | +119.1% | +201.8% | -82.7% | +106.7% |
| 5Y | +162.6% | -0.1% | +162.7% | +153.9% |
| All | +371.6% | +76.0% | +295.6% | +347.2% |
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