+75.8%
GM vs AG
+63.6%
+12.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -2.4% | -6.7% | +4.3% | -1.9% |
| 30D | -1.1% | +2.2% | -3.3% | -1.4% |
| 3M | +6.1% | +15.7% | -9.6% | +4.6% |
| 6M | +15.0% | -23.8% | +38.8% | +16.2% |
| YTD | +6.0% | +17.6% | -11.7% | +3.1% |
| 1Y | +47.1% | +88.6% | -41.5% | +36.1% |
| 3Y | +170.5% | +253.4% | -82.9% | +124.8% |
| All | +75.8% | +63.6% | +12.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling