+239.5%
GM vs AG
+35.9%
+203.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -0.2% | -10.0% | +9.8% | +0.6% |
| 30D | +3.6% | -10.5% | +14.0% | +4.4% |
| 3M | -0.2% | -27.3% | +27.0% | +2.0% |
| 6M | +13.9% | -43.0% | +56.9% | +18.2% |
| YTD | +6.5% | -17.9% | +24.4% | +6.3% |
| 1Y | +20.7% | +11.9% | +8.7% | +17.4% |
| 3Y | +229.5% | +201.8% | +27.7% | +185.5% |
| 5Y | +41.5% | -0.1% | +41.6% | +31.0% |
| 10Y | +204.8% | +72.7% | +132.1% | +155.6% |
| All | +239.5% | +35.9% | +203.6% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling