+699.7%
GLD vs AGI
+893.7%
-194.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.0% |
| 7D | -5.5% | -7.5% | +2.0% | -4.1% |
| 30D | -7.0% | -9.9% | +2.9% | -5.4% |
| 3M | -12.4% | -14.2% | +1.8% | -10.0% |
| 6M | -18.0% | -35.2% | +17.2% | -11.8% |
| YTD | -10.5% | -25.2% | +14.8% | -6.4% |
| 1Y | -8.1% | -14.3% | +6.3% | -6.3% |
| 3Y | +97.7% | +127.7% | -30.0% | +68.3% |
| 5Y | +103.4% | +243.4% | -140.0% | +58.9% |
| 10Y | +203.1% | +384.1% | -181.1% | +103.7% |
| All | +699.7% | +893.7% | -194.0% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling