+15.4%
GM vs AGI
-31.3%
+46.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.4% |
| 7D | -1.1% | -5.4% | +4.3% | -0.1% |
| 30D | -3.4% | +6.6% | -10.1% | -4.9% |
| 3M | +8.7% | +8.2% | +0.5% | +5.9% |
| 6M | +15.4% | -29.3% | +44.7% | +22.3% |
| All | +15.4% | -31.3% | +46.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 6mo: compounded portfolio wealth divided by compounded AGI 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…
6mo analysis · Full analysis span regression · 6 months rolling