+57.8%
GD vs AGI
+138.5%
-80.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +9.5% | -7.6% | +17.1% | +9.9% |
| 3M | -5.8% | -10.2% | +4.4% | -5.5% |
| 6M | +7.7% | -31.5% | +39.2% | +10.1% |
| YTD | +11.1% | -22.0% | +33.0% | +12.1% |
| 1Y | +6.1% | -7.9% | +14.0% | +5.8% |
| All | +57.8% | +138.5% | -80.7% | +46.5% |
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