+177.4%
GD vs AG
+77.4%
+100.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +2.1% |
| 7D | -3.0% | +10.8% | -13.9% | -3.5% |
| 30D | +9.3% | -8.2% | +17.5% | +9.6% |
| 3M | -7.2% | -13.7% | +6.5% | -6.8% |
| 6M | +5.5% | -27.3% | +32.7% | +6.3% |
| YTD | +9.5% | -4.6% | +14.0% | +8.7% |
| 1Y | +6.4% | +39.4% | -32.9% | +3.9% |
| 3Y | +59.8% | +244.1% | -184.3% | +48.1% |
| 5Y | +98.0% | +16.8% | +81.2% | +88.3% |
| 10Y | +177.4% | +71.7% | +105.7% | +155.1% |
| All | +177.4% | +77.4% | +100.0% | +155.1% |
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