+218.6%
GLD vs AGI
+405.6%
-187.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.3% |
| 30D | +0.2% | +11.3% | -11.1% | -2.1% |
| 3M | +3.2% | +5.6% | -2.4% | +1.6% |
| 6M | -14.6% | -27.7% | +13.0% | -9.5% |
| YTD | +1.8% | -4.1% | +5.9% | +1.7% |
| 1Y | +20.7% | +13.8% | +7.0% | +16.5% |
| 3Y | +126.5% | +217.0% | -90.5% | +80.2% |
| 5Y | +140.0% | +404.3% | -264.3% | +74.3% |
| All | +218.6% | +405.6% | -187.0% | +119.8% |
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