+128.4%
GLD vs AGI
+212.9%
-84.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | +4.4% | +18.2% | -13.8% | -1.8% |
| 3M | -1.1% | -4.1% | +3.0% | -0.6% |
| 6M | -13.8% | -28.7% | +14.9% | -4.6% |
| YTD | +2.6% | -4.0% | +6.6% | +1.9% |
| 1Y | +24.5% | +17.4% | +7.1% | +15.2% |
| All | +128.4% | +212.9% | -84.5% | +55.8% |
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 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