+261.3%
GE vs AGI
+203.7%
+57.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.1% |
| 7D | -2.8% | -5.4% | +2.6% | -2.1% |
| 30D | -11.9% | +6.6% | -18.6% | -12.9% |
| 3M | +1.8% | +8.2% | -6.4% | +0.2% |
| 6M | -0.6% | -29.3% | +28.7% | +3.0% |
| YTD | +5.5% | -7.4% | +12.9% | +5.6% |
| 1Y | +15.0% | +7.9% | +7.0% | +12.0% |
| All | +261.3% | +203.7% | +57.7% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling