+233.0%
GM vs AG
+73.4%
+159.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.7% | +3.2% |
| 7D | -1.1% | -5.8% | +4.7% | -0.6% |
| 30D | -3.4% | +6.4% | -9.8% | -4.0% |
| 3M | +8.7% | +28.4% | -19.7% | +6.3% |
| 6M | +15.4% | -24.5% | +39.9% | +16.9% |
| YTD | +6.6% | +21.2% | -14.6% | +3.6% |
| 1Y | +51.5% | +114.1% | -62.6% | +39.5% |
| 3Y | +169.3% | +268.0% | -98.7% | +129.6% |
| 5Y | +81.6% | +67.3% | +14.2% | +61.4% |
| All | +233.0% | +73.4% | +159.6% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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