+147.8%
GE vs AGI
+388.9%
-241.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | -2.8% | -5.3% | +2.5% | -2.6% |
| 30D | -11.9% | +6.8% | -18.7% | -12.2% |
| 3M | +1.8% | +8.3% | -6.5% | +1.4% |
| 6M | -0.6% | -29.2% | +28.6% | +0.3% |
| YTD | +5.5% | -7.3% | +12.8% | +5.6% |
| 1Y | +15.0% | +8.0% | +6.9% | +14.4% |
| 3Y | +269.5% | +206.6% | +63.0% | +259.7% |
| 5Y | +422.4% | +398.1% | +24.3% | +409.1% |
| All | +147.8% | +388.9% | -241.1% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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