+10.9%
GE vs AG
+23.1%
-12.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.6% |
| 7D | +4.0% | -4.0% | +8.1% | +4.5% |
| 30D | +11.1% | -13.1% | +24.1% | +12.6% |
| 3M | -6.7% | -22.0% | +15.3% | -4.7% |
| 6M | +14.3% | -37.3% | +51.5% | +18.7% |
| YTD | +11.7% | -11.2% | +22.9% | +12.5% |
| 1Y | +10.9% | +23.9% | -13.0% | +6.9% |
| All | +10.9% | +23.1% | -12.2% | +6.9% |
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