+7.6%
GE vs AG
+15.8%
-8.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.8% | -2.8% |
| 7D | +5.1% | -6.0% | +11.2% | +5.9% |
| 30D | +7.6% | -14.3% | +21.9% | +9.3% |
| 3M | -9.3% | -26.9% | +17.6% | -6.6% |
| 6M | +11.5% | -42.1% | +53.7% | +17.1% |
| YTD | +7.9% | -15.9% | +23.7% | +9.2% |
| 1Y | +7.6% | +11.5% | -3.9% | +4.4% |
| All | +7.6% | +15.8% | -8.2% | +4.4% |
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 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