+48.0%
GM vs AG
+117.1%
-69.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.7% | +3.0% |
| 7D | -1.1% | -5.8% | +4.7% | -0.8% |
| 30D | -3.4% | +6.4% | -9.8% | -3.7% |
| 3M | +8.7% | +28.4% | -19.7% | +7.6% |
| 6M | +15.4% | -24.5% | +39.9% | +13.9% |
| YTD | +6.6% | +21.2% | -14.6% | +9.3% |
| All | +48.0% | +117.1% | -69.1% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling