+188.5%
GD vs AG
+89.9%
+98.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.7% |
| 7D | -5.0% | +6.3% | -11.3% | -5.2% |
| 30D | +8.9% | -8.9% | +17.9% | +9.3% |
| 3M | -8.0% | -12.2% | +4.1% | -7.8% |
| 6M | +2.9% | -28.3% | +31.2% | +3.9% |
| YTD | +7.1% | -8.8% | +15.9% | +6.4% |
| 1Y | +5.9% | +39.4% | -33.4% | +3.2% |
| 3Y | +53.9% | +229.4% | -175.6% | +42.2% |
| 5Y | +95.4% | +14.5% | +80.9% | +85.7% |
| All | +188.5% | +89.9% | +98.6% | +161.7% |
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