-24.9%
GFS vs AGI
+141.1%
-166.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.9% |
| 7D | -7.8% | +16.0% | -23.8% | -9.8% |
| 30D | -19.7% | +1.0% | -20.6% | -19.8% |
| 3M | -23.1% | +2.5% | -25.6% | -23.4% |
| 6M | -46.4% | -24.0% | -22.3% | -44.8% |
| YTD | +11.0% | -17.2% | +28.3% | +13.5% |
| 1Y | +12.6% | +4.9% | +7.8% | +13.4% |
| 3Y | -24.9% | +142.6% | -167.5% | -32.9% |
| All | -24.9% | +141.1% | -166.1% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling