+53.9%
GD vs AGI
+141.1%
-87.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -0.8% |
| 7D | -5.0% | +16.0% | -20.9% | -5.7% |
| 30D | +8.9% | +1.0% | +8.0% | +8.8% |
| 3M | -8.0% | +2.5% | -10.5% | -8.5% |
| 6M | +2.9% | -24.0% | +26.9% | +4.5% |
| YTD | +7.1% | -17.2% | +24.3% | +7.8% |
| 1Y | +5.9% | +4.9% | +1.0% | +4.9% |
| 3Y | +53.9% | +142.6% | -88.7% | +42.9% |
| All | +53.9% | +141.1% | -87.3% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling