+316.1%
GE vs AGI
+4,206.7%
-3,890.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +2.7% | -10.1% | +12.8% | +3.0% |
| 30D | +8.1% | -6.5% | +14.6% | +8.3% |
| 3M | -7.9% | -12.8% | +5.0% | -7.6% |
| 6M | +12.9% | -34.3% | +47.2% | +14.2% |
| YTD | +8.2% | -25.6% | +33.8% | +8.8% |
| 1Y | +9.7% | -14.2% | +23.9% | +9.9% |
| 3Y | +266.1% | +127.3% | +138.8% | +256.6% |
| 5Y | +407.4% | +241.8% | +165.6% | +388.4% |
| 10Y | +150.3% | +381.8% | -231.5% | +136.2% |
| All | +316.1% | +4,206.7% | -3,890.6% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling