+96.7%
GD vs AG
+18.5%
+78.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.2% |
| 7D | -3.9% | -2.9% | -1.0% | -3.8% |
| 30D | +8.1% | -15.1% | +23.2% | +8.9% |
| 3M | -6.8% | -15.4% | +8.6% | -6.2% |
| 6M | +3.0% | -21.9% | +24.9% | +3.7% |
| YTD | +7.8% | -10.4% | +18.2% | +6.9% |
| 1Y | +5.8% | +39.8% | -34.0% | +2.0% |
| 3Y | +55.3% | +209.5% | -154.2% | +38.4% |
| 5Y | +96.7% | +12.5% | +84.2% | +89.7% |
| All | +96.7% | +18.5% | +78.2% | +89.7% |
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 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