-0.8%
GFS vs AGI
+381.2%
-382.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +4.5% | +2.2% | +2.3% | +4.1% |
| 30D | -8.2% | +11.3% | -19.5% | -9.8% |
| 3M | -38.9% | +5.6% | -44.5% | -39.8% |
| 6M | -2.9% | -27.7% | +24.8% | +0.9% |
| YTD | +31.8% | -4.1% | +35.9% | +31.3% |
| 1Y | +43.1% | +13.8% | +29.3% | +38.9% |
| 3Y | -20.6% | +217.0% | -237.7% | -36.8% |
| All | -0.8% | +381.2% | -382.0% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling