-34.8%
DOW vs AG
+276.2%
-311.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.8% |
| 7D | -2.4% | +1.0% | -3.4% | -2.5% |
| 30D | +0.4% | +19.2% | -18.8% | -1.4% |
| 3M | -14.4% | +6.2% | -20.6% | -15.2% |
| 6M | -7.0% | -26.7% | +19.7% | -4.7% |
| YTD | +30.2% | +26.1% | +4.1% | +23.2% |
| 1Y | +29.2% | +131.7% | -102.5% | +11.9% |
| All | -34.8% | +276.2% | -311.1% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling