+632.4%
GEV vs AGI
+165.6%
+466.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +1.6% | -2.7% | +4.4% | +2.2% |
| 30D | -7.9% | +7.2% | -15.2% | -9.6% |
| 3M | +5.6% | +4.3% | +1.4% | +3.7% |
| 6M | +13.1% | -27.1% | +40.1% | +20.1% |
| YTD | +46.7% | -6.6% | +53.3% | +45.6% |
| 1Y | +51.3% | +9.5% | +41.8% | +42.3% |
| All | +632.4% | +165.6% | +466.8% | +365.9% |
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 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