+780.7%
GOOG vs AGI
+392.3%
+388.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | 0.0% | -2.7% | +2.8% | +0.2% |
| 30D | -2.0% | +7.2% | -9.2% | -2.4% |
| 3M | -5.9% | +4.3% | -10.1% | -6.2% |
| 6M | +8.9% | -27.1% | +36.0% | +10.6% |
| YTD | +7.1% | -6.6% | +13.7% | +6.9% |
| 1Y | +39.7% | +9.5% | +30.2% | +37.9% |
| 3Y | +145.8% | +208.4% | -62.6% | +127.8% |
| 5Y | +138.6% | +401.6% | -263.0% | +115.4% |
| All | +780.7% | +392.3% | +388.3% | +706.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling