+164.9%
GD vs AG
+80.4%
+84.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.9% |
| 7D | +1.9% | -6.0% | +7.9% | +2.1% |
| 30D | +9.2% | -14.3% | +23.5% | +9.8% |
| 3M | -7.5% | -26.9% | +19.5% | -6.5% |
| 6M | +5.8% | -42.1% | +47.9% | +7.7% |
| YTD | +9.8% | -15.9% | +25.7% | +9.5% |
| 1Y | +5.8% | +11.5% | -5.7% | +4.1% |
| 3Y | +58.0% | +208.0% | -150.0% | +46.8% |
| 5Y | +100.4% | +2.4% | +98.0% | +91.4% |
| All | +164.9% | +80.4% | +84.5% | +143.5% |
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