-10.3%
GFS vs AGI
+273.2%
-283.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +7.4% | -10.1% | +17.5% | +9.1% |
| 30D | -15.3% | -6.5% | -8.7% | -14.6% |
| 3M | -21.1% | -12.8% | -8.3% | -19.7% |
| 6M | -44.5% | -34.3% | -10.2% | -41.3% |
| YTD | +19.2% | -25.6% | +44.8% | +23.2% |
| 1Y | +27.2% | -14.2% | +41.5% | +29.0% |
| 3Y | -20.1% | +127.3% | -147.4% | -33.0% |
| 5Y | -25.6% | +241.8% | -267.4% | -45.8% |
| All | -10.3% | +273.2% | -283.5% | -31.6% |
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