+190.6%
GD vs AGI
+373.6%
-183.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -3.5% | +4.4% | -7.9% | -3.6% |
| 30D | -9.0% | +10.0% | -19.0% | -9.4% |
| 3M | +5.1% | +1.7% | +3.3% | +4.9% |
| 6M | -1.0% | -26.8% | +25.8% | -0.1% |
| YTD | +7.3% | -5.3% | +12.6% | +7.2% |
| 1Y | +12.4% | +11.5% | +1.0% | +11.6% |
| 3Y | +73.7% | +212.9% | -139.2% | +66.5% |
| 5Y | +93.8% | +388.8% | -295.0% | +83.2% |
| 10Y | +190.6% | +383.6% | -193.0% | +175.9% |
| All | +190.6% | +373.6% | -183.0% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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