+158.6%
GE vs AG
+72.5%
+86.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.5% |
| 7D | +4.0% | -4.0% | +8.1% | +4.4% |
| 30D | +11.1% | -13.1% | +24.1% | +12.2% |
| 3M | -6.7% | -22.0% | +15.3% | -5.2% |
| 6M | +14.3% | -37.3% | +51.5% | +17.8% |
| YTD | +11.7% | -11.2% | +22.9% | +11.1% |
| 1Y | +10.9% | +23.9% | -13.0% | +7.2% |
| 3Y | +279.0% | +225.1% | +53.9% | +230.8% |
| 5Y | +427.0% | +7.7% | +419.3% | +384.3% |
| 10Y | +158.6% | +86.9% | +71.7% | +120.4% |
| All | +158.6% | +72.5% | +86.1% | +120.4% |
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