+411.8%
GE vs AGI
+243.7%
+168.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.7% | -10.1% | +12.8% | +4.2% |
| 30D | +8.1% | -6.5% | +14.6% | +8.8% |
| 3M | -7.9% | -12.8% | +5.0% | -6.6% |
| 6M | +12.9% | -34.3% | +47.2% | +18.7% |
| YTD | +8.2% | -25.6% | +33.8% | +10.9% |
| 1Y | +9.7% | -14.2% | +23.9% | +10.0% |
| 3Y | +266.1% | +127.3% | +138.8% | +208.7% |
| All | +411.8% | +243.7% | +168.0% | +310.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling