+238.7%
GM vs AG
+106.6%
+132.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | +0.4% | +4.5% | -4.1% | 0.0% |
| 30D | -1.8% | +12.9% | -14.7% | -2.9% |
| 3M | +2.6% | +20.9% | -18.3% | +0.8% |
| 6M | +14.6% | -19.5% | +34.1% | +15.5% |
| YTD | +6.2% | +24.8% | -18.6% | +2.8% |
| 1Y | +48.7% | +120.2% | -71.6% | +36.4% |
| 3Y | +168.3% | +279.0% | -110.7% | +128.3% |
| 5Y | +82.8% | +67.9% | +14.9% | +62.7% |
| 10Y | +226.2% | +57.5% | +168.7% | +175.1% |
| All | +238.7% | +106.6% | +132.1% | +178.1% |
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