+661.3%
GD vs AG
+445.6%
+215.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.7% |
| 7D | -5.3% | +1.0% | -6.3% | -5.3% |
| 30D | -6.4% | +19.2% | -25.6% | -7.5% |
| 3M | +5.7% | +6.2% | -0.5% | +4.9% |
| 6M | -0.9% | -26.7% | +25.7% | +0.1% |
| YTD | +8.2% | +26.1% | -18.0% | +5.5% |
| 1Y | +13.4% | +131.7% | -118.2% | +6.3% |
| 3Y | +68.5% | +255.3% | -186.9% | +50.9% |
| 5Y | +97.2% | +61.9% | +35.2% | +81.7% |
| 10Y | +190.2% | +72.0% | +118.2% | +151.9% |
| All | +661.3% | +445.6% | +215.7% | +382.1% |
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