+461.4%
BE vs AG
+5.9%
+455.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -2.1% |
| 7D | -13.4% | +6.0% | -19.3% | -15.3% |
| 30D | -33.9% | -13.5% | -20.4% | -30.0% |
| 3M | -12.0% | -20.7% | +8.7% | -4.4% |
| 6M | -29.0% | -31.5% | +2.6% | -19.1% |
| YTD | +113.4% | -10.1% | +123.5% | +113.4% |
| 1Y | +33.2% | +26.0% | +7.2% | +18.2% |
| 3Y | +1,659.2% | +228.9% | +1,430.3% | +865.3% |
| 5Y | +461.4% | +8.7% | +452.7% | +398.2% |
| All | +461.4% | +5.9% | +455.4% | +398.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling