+854.6%
DE vs AG
+73.4%
+781.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.5% |
| 7D | -2.4% | -5.8% | +3.4% | -1.9% |
| 30D | +9.7% | +6.4% | +3.3% | +9.0% |
| 3M | +21.4% | +28.4% | -7.0% | +18.6% |
| 6M | +15.0% | -24.5% | +39.5% | +16.5% |
| YTD | +46.4% | +21.2% | +25.2% | +42.7% |
| 1Y | +45.6% | +114.1% | -68.5% | +35.1% |
| 3Y | +76.8% | +268.0% | -191.3% | +53.1% |
| 5Y | +99.4% | +67.3% | +32.1% | +79.2% |
| All | +854.6% | +73.4% | +781.1% | +741.1% |
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