-1.4%
DOW vs AG
+122.0%
-123.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.5% |
| 7D | -0.5% | -4.0% | +3.5% | -0.1% |
| 30D | +15.7% | -13.1% | +28.8% | +17.2% |
| 3M | +5.3% | -22.0% | +27.3% | +7.6% |
| 6M | -14.2% | -37.3% | +23.0% | -10.7% |
| YTD | +43.9% | -11.2% | +55.1% | +40.6% |
| 1Y | +53.1% | +23.9% | +29.1% | +42.7% |
| 3Y | -21.8% | +225.1% | -247.0% | -38.8% |
| 5Y | -28.3% | +7.7% | -36.1% | -37.4% |
| All | -1.4% | +122.0% | -123.5% | -27.3% |
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