+791.8%
AU vs SPYG
+553.6%
+238.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -3.9% |
| 7D | -7.0% | -1.8% | -5.2% | -6.3% |
| 30D | +7.3% | -1.9% | +9.2% | +8.2% |
| 3M | +33.2% | +5.2% | +28.1% | +30.7% |
| 6M | -0.6% | +15.6% | -16.2% | -5.5% |
| YTD | +26.2% | +12.4% | +13.7% | +21.3% |
| 1Y | +68.3% | +17.5% | +50.8% | +59.4% |
| 3Y | +592.1% | +98.1% | +494.0% | +431.0% |
| 5Y | +685.3% | +84.9% | +600.3% | +507.9% |
| 10Y | +682.5% | +417.7% | +264.9% | +290.7% |
| All | +791.8% | +553.6% | +238.2% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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