-12.1%
GFS vs AGI
+302.4%
-314.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.1% |
| 7D | -5.3% | +13.9% | -19.2% | -7.4% |
| 30D | -15.8% | -6.2% | -9.6% | -15.1% |
| 3M | -18.6% | -6.9% | -11.7% | -18.0% |
| 6M | -45.0% | -28.7% | -16.3% | -42.5% |
| YTD | +16.8% | -19.8% | +36.6% | +19.4% |
| 1Y | +17.8% | -4.8% | +22.6% | +17.6% |
| 3Y | -21.5% | +144.3% | -165.8% | -34.8% |
| 5Y | -29.3% | +277.2% | -306.6% | -48.6% |
| All | -12.1% | +302.4% | -314.5% | -33.8% |
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