+93.8%
GD vs AGI
+310.5%
-216.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -0.8% |
| 7D | -5.0% | +16.0% | -20.9% | -6.0% |
| 30D | +8.9% | +1.0% | +8.0% | +8.7% |
| 3M | -8.0% | +2.5% | -10.5% | -8.6% |
| 6M | +2.9% | -24.0% | +26.9% | +4.7% |
| YTD | +7.1% | -17.2% | +24.3% | +7.6% |
| 1Y | +5.9% | +4.9% | +1.0% | +4.2% |
| 3Y | +53.9% | +142.6% | -88.7% | +37.8% |
| All | +93.8% | +310.5% | -216.7% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling