+206.1%
GLD vs AGI
+389.5%
-183.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -4.6% | -10.1% | +5.5% | -2.3% |
| 30D | -5.5% | -6.5% | +1.1% | -4.2% |
| 3M | -10.9% | -12.8% | +1.9% | -8.4% |
| 6M | -17.4% | -34.3% | +16.9% | -10.4% |
| YTD | -10.3% | -25.6% | +15.3% | -5.5% |
| 1Y | -7.2% | -14.2% | +7.1% | -4.9% |
| 3Y | +96.9% | +127.3% | -30.4% | +67.3% |
| 5Y | +103.8% | +241.8% | -138.0% | +59.1% |
| All | +206.1% | +389.5% | -183.4% | +112.6% |
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 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