+409.4%
GE vs AGI
+400.3%
+9.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -4.0% | -2.7% | -1.3% | -3.6% |
| 30D | -11.4% | +7.2% | -18.7% | -12.4% |
| 3M | -2.6% | +4.3% | -6.9% | -3.7% |
| 6M | -0.3% | -27.1% | +26.8% | +3.1% |
| YTD | +5.4% | -6.6% | +12.0% | +5.0% |
| 1Y | +15.5% | +9.5% | +6.0% | +12.1% |
| 3Y | +260.8% | +208.4% | +52.3% | +196.8% |
| All | +409.4% | +400.3% | +9.1% | +297.8% |
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 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