+165.2%
GD vs AG
+76.0%
+89.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +2.7% | -10.0% | +12.6% | +3.1% |
| 30D | +8.6% | -10.5% | +19.1% | +9.0% |
| 3M | -7.1% | -27.3% | +20.2% | -6.0% |
| 6M | +7.5% | -43.0% | +50.4% | +9.5% |
| YTD | +9.9% | -17.9% | +27.8% | +9.7% |
| 1Y | +7.6% | +11.9% | -4.4% | +5.9% |
| 3Y | +56.2% | +201.8% | -145.6% | +45.3% |
| 5Y | +100.6% | -0.1% | +100.7% | +91.8% |
| All | +165.2% | +76.0% | +89.2% | +144.0% |
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