-29.8%
DOW vs AG
+11.3%
-41.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.0% |
| 7D | -9.5% | +6.3% | -15.8% | -10.1% |
| 30D | +13.1% | -8.9% | +22.0% | +13.8% |
| 3M | +4.8% | -12.2% | +17.0% | +5.6% |
| 6M | -16.7% | -28.3% | +11.6% | -14.8% |
| YTD | +38.9% | -8.8% | +47.7% | +35.3% |
| 1Y | +48.3% | +39.4% | +8.9% | +36.6% |
| 3Y | -24.4% | +229.4% | -253.8% | -40.2% |
| All | -29.8% | +11.3% | -41.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling