-37.9%
DG vs AGI
+406.3%
-444.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -4.8% | +2.2% | -7.0% | -5.1% |
| 30D | +1.8% | +11.3% | -9.5% | +0.4% |
| 3M | +14.5% | +5.6% | +8.8% | +13.3% |
| 6M | -13.6% | -27.7% | +14.1% | -10.6% |
| YTD | -4.8% | -4.1% | -0.8% | -5.4% |
| 1Y | +21.6% | +13.8% | +7.8% | +18.0% |
| 3Y | +4.5% | +217.0% | -212.6% | -11.4% |
| All | -37.9% | +406.3% | -444.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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