+5.9%
GD vs AGI
+2.1%
+3.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -0.7% |
| 7D | -5.0% | +16.0% | -20.9% | -5.5% |
| 30D | +8.9% | +1.0% | +8.0% | +9.0% |
| 3M | -8.0% | +2.5% | -10.5% | -8.4% |
| 6M | +2.9% | -24.0% | +26.9% | +4.8% |
| YTD | +7.1% | -17.2% | +24.3% | +8.3% |
| 1Y | +5.9% | +4.9% | +1.0% | +5.0% |
| All | +5.9% | +2.1% | +3.8% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling