+1,816.4%
GD vs AGI
+5,459.2%
-3,642.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -6.4% | +18.2% | -24.7% | -6.9% |
| 3M | +5.7% | -4.1% | +9.8% | +5.7% |
| 6M | -0.9% | -28.7% | +27.8% | -0.2% |
| YTD | +8.2% | -4.0% | +12.1% | +8.0% |
| 1Y | +13.4% | +17.4% | -4.0% | +12.5% |
| 3Y | +68.5% | +203.0% | -134.5% | +62.3% |
| 5Y | +97.2% | +376.7% | -279.5% | +87.0% |
| 10Y | +190.2% | +407.5% | -217.3% | +170.3% |
| All | +1,816.4% | +5,459.2% | -3,642.8% | +1,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling