+238.0%
GM vs AGI
+138.5%
+99.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | -1.1% | +7.2% | -8.4% | -1.4% |
| 3M | +6.1% | +4.3% | +1.9% | +5.8% |
| 6M | +15.0% | -27.1% | +42.1% | +16.0% |
| YTD | +6.0% | -6.6% | +12.6% | +5.9% |
| 1Y | +47.1% | +9.5% | +37.6% | +45.9% |
| 3Y | +170.5% | +208.4% | -38.0% | +156.5% |
| 5Y | +80.5% | +401.6% | -321.1% | +67.5% |
| 10Y | +238.7% | +387.3% | -148.7% | +210.7% |
| All | +238.0% | +138.5% | +99.6% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling