+0.1%
DOW vs AG
+105.2%
-105.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | +5.2% | -10.0% | +15.2% | +6.3% |
| 30D | +13.2% | -10.5% | +23.7% | +14.2% |
| 3M | +10.1% | -27.3% | +37.3% | +13.3% |
| 6M | -13.1% | -43.0% | +29.9% | -8.6% |
| YTD | +46.1% | -17.9% | +64.0% | +43.9% |
| 1Y | +50.0% | +11.9% | +38.1% | +41.5% |
| 3Y | -20.2% | +201.8% | -222.1% | -37.0% |
| 5Y | -27.7% | -0.1% | -27.6% | -36.3% |
| All | +0.1% | +105.2% | -105.1% | -25.5% |
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