+2,029.5%
DE vs AG
+445.6%
+1,583.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.1% |
| 7D | +10.0% | +1.0% | +9.0% | +9.9% |
| 30D | +13.3% | +19.2% | -5.9% | +10.7% |
| 3M | +17.5% | +6.2% | +11.3% | +15.8% |
| 6M | +13.6% | -26.7% | +40.3% | +16.3% |
| YTD | +49.8% | +26.1% | +23.7% | +42.5% |
| 1Y | +47.9% | +131.7% | -83.8% | +29.0% |
| 3Y | +72.5% | +255.3% | -182.8% | +36.5% |
| 5Y | +90.2% | +61.9% | +28.3% | +60.8% |
| 10Y | +865.4% | +72.0% | +793.3% | +615.7% |
| All | +2,029.5% | +445.6% | +1,583.8% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling