+388.8%
GH vs AGI
+714.1%
-325.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -4.7% | +7.2% | -11.9% | -5.6% |
| 3M | +20.2% | +4.3% | +16.0% | +19.2% |
| 6M | +78.8% | -27.1% | +105.9% | +84.0% |
| YTD | +54.1% | -6.6% | +60.7% | +53.3% |
| 1Y | +177.1% | +9.5% | +167.6% | +169.9% |
| 3Y | +371.6% | +208.4% | +163.2% | +308.7% |
| 5Y | +21.9% | +401.6% | -379.7% | +1.7% |
| All | +388.8% | +714.1% | -325.3% | +349.3% |
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