+218.3%
GE vs AG
+445.6%
-227.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -11.6% | +19.2% | -30.7% | -13.2% |
| 3M | +3.0% | +6.2% | -3.1% | +1.9% |
| 6M | -0.5% | -26.7% | +26.2% | +1.4% |
| YTD | +9.7% | +26.1% | -16.4% | +5.8% |
| 1Y | +20.0% | +131.7% | -111.6% | +8.7% |
| 3Y | +275.8% | +255.3% | +20.5% | +218.2% |
| 5Y | +429.1% | +61.9% | +367.1% | +368.7% |
| 10Y | +151.2% | +72.0% | +79.1% | +104.1% |
| All | +218.3% | +445.6% | -227.4% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling