+322.1%
GE vs AGI
+5,459.2%
-5,137.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -11.6% | +18.2% | -29.8% | -12.1% |
| 3M | +3.0% | -4.1% | +7.1% | +3.0% |
| 6M | -0.5% | -28.7% | +28.2% | +0.3% |
| YTD | +9.7% | -4.0% | +13.7% | +9.6% |
| 1Y | +20.0% | +17.4% | +2.6% | +19.1% |
| 3Y | +275.8% | +203.0% | +72.8% | +263.0% |
| 5Y | +429.1% | +376.7% | +52.4% | +404.8% |
| 10Y | +151.2% | +407.5% | -256.3% | +136.3% |
| All | +322.1% | +5,459.2% | -5,137.1% | +287.9% |
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