+518.8%
GEV vs AG
+180.9%
+337.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | -3.0% | -4.0% | +1.1% | -2.0% |
| 30D | -18.9% | -13.1% | -5.8% | -16.6% |
| 3M | -20.1% | -22.0% | +2.0% | -16.3% |
| 6M | -24.6% | -37.3% | +12.7% | -18.5% |
| YTD | +24.0% | -11.2% | +35.1% | +22.6% |
| 1Y | +40.6% | +23.9% | +16.7% | +29.3% |
| All | +518.8% | +180.9% | +337.8% | +357.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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