+8.9%
GE vs AG
+24.7%
-15.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +1.4% |
| 7D | +5.4% | +6.0% | -0.6% | +4.6% |
| 30D | +9.6% | -13.5% | +23.2% | +11.2% |
| 3M | -7.7% | -20.7% | +13.0% | -5.9% |
| 6M | +14.0% | -31.5% | +45.6% | +17.3% |
| YTD | +10.2% | -10.1% | +20.3% | +10.7% |
| 1Y | +8.9% | +26.0% | -17.1% | +4.7% |
| All | +8.9% | +24.7% | -15.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling