+235.7%
DIA vs AG
+76.0%
+159.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.3% |
| 7D | +2.1% | -10.0% | +12.1% | +2.8% |
| 30D | +1.5% | -10.5% | +12.0% | +2.1% |
| 3M | -2.4% | -27.3% | +24.8% | -0.8% |
| 6M | +6.0% | -43.0% | +48.9% | +9.0% |
| YTD | +10.1% | -17.9% | +28.0% | +10.0% |
| 1Y | +11.8% | +11.9% | -0.1% | +9.5% |
| 3Y | +59.7% | +201.8% | -142.1% | +44.2% |
| 5Y | +57.9% | -0.1% | +58.0% | +49.1% |
| All | +235.7% | +76.0% | +159.7% | +200.5% |
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