+676.7%
GD vs AG
+300.4%
+376.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.1% | -11.7% | -3.1% |
| 7D | +3.0% | -2.6% | +5.6% | +3.1% |
| 30D | +10.5% | -12.1% | +22.6% | +11.2% |
| 3M | -5.0% | -6.6% | +1.6% | -4.9% |
| 6M | +5.5% | -20.5% | +25.9% | +6.1% |
| YTD | +10.3% | -7.4% | +17.8% | +9.3% |
| 1Y | +8.2% | +33.4% | -25.2% | +4.7% |
| 3Y | +59.0% | +219.9% | -160.9% | +43.2% |
| 5Y | +104.3% | +23.1% | +81.2% | +91.0% |
| 10Y | +202.4% | +85.5% | +117.0% | +160.4% |
| All | +676.7% | +300.4% | +376.2% | +399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling