+627.7%
GEV vs AG
+302.9%
+324.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.5% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | -4.0% | +12.5% | -16.5% | -6.5% |
| 3M | +3.4% | +28.2% | -24.7% | -2.4% |
| 6M | +14.7% | -18.8% | +33.5% | +17.1% |
| YTD | +45.8% | +27.4% | +18.4% | +34.3% |
| 1Y | +57.4% | +132.2% | -74.8% | +26.4% |
| All | +627.7% | +302.9% | +324.8% | +401.6% |
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