+556.0%
DG vs AGI
+316.6%
+239.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.0% |
| 7D | -2.5% | +4.4% | -6.8% | -2.6% |
| 30D | +1.0% | +10.0% | -8.9% | +0.7% |
| 3M | +20.3% | +1.7% | +18.6% | +20.1% |
| 6M | -11.7% | -26.8% | +15.1% | -11.0% |
| YTD | -2.3% | -5.3% | +3.0% | -2.4% |
| 1Y | +20.0% | +11.5% | +8.5% | +19.2% |
| 3Y | +7.2% | +212.9% | -205.7% | +3.5% |
| 5Y | -37.9% | +388.8% | -426.7% | -40.8% |
| 10Y | +107.3% | +383.6% | -276.3% | +97.0% |
| All | +556.0% | +316.6% | +239.4% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling