+215.4%
GLD vs AGI
+367.8%
-152.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.7% | -1.5% |
| 7D | +2.8% | +13.9% | -11.1% | -0.2% |
| 30D | -4.0% | -6.2% | +2.3% | -2.8% |
| 3M | -8.2% | -6.9% | -1.3% | -7.1% |
| 6M | -14.8% | -28.7% | +13.9% | -9.2% |
| YTD | -6.8% | -19.8% | +13.0% | -3.4% |
| 1Y | -2.4% | -4.8% | +2.4% | -2.2% |
| 3Y | +105.8% | +144.3% | -38.5% | +72.1% |
| 5Y | +113.3% | +277.2% | -163.9% | +63.3% |
| All | +215.4% | +367.8% | -152.4% | +115.1% |
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