-19.9%
GFS vs AGI
+213.9%
-233.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -8.6% | +18.2% | -26.8% | -10.6% |
| 3M | -46.5% | -4.1% | -42.4% | -46.5% |
| 6M | -4.8% | -28.7% | +23.9% | -2.0% |
| YTD | +29.7% | -4.0% | +33.6% | +29.9% |
| 1Y | +35.8% | +17.4% | +18.4% | +34.2% |
| All | -19.9% | +213.9% | -233.8% | -28.6% |
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 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