+157.4%
GE vs AG
+64.1%
+93.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +1.2% |
| 7D | +5.4% | +6.0% | -0.6% | +4.9% |
| 30D | +9.6% | -13.5% | +23.2% | +10.9% |
| 3M | -7.7% | -20.7% | +13.0% | -6.3% |
| 6M | +14.0% | -31.5% | +45.6% | +16.7% |
| YTD | +10.2% | -10.1% | +20.3% | +9.5% |
| 1Y | +8.9% | +26.0% | -17.1% | +5.1% |
| 3Y | +273.7% | +228.9% | +44.8% | +226.1% |
| 5Y | +410.2% | +8.7% | +401.5% | +368.6% |
| 10Y | +157.4% | +71.9% | +85.5% | +119.5% |
| All | +157.4% | +64.1% | +93.4% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling