+340.0%
IR vs AG
+77.5%
+262.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.6% |
| 7D | +1.5% | +6.0% | -4.4% | +0.9% |
| 30D | +9.0% | -13.5% | +22.6% | +10.4% |
| 3M | -0.9% | -20.7% | +19.8% | +0.9% |
| 6M | +13.4% | -31.5% | +44.9% | +16.4% |
| YTD | +8.5% | -10.1% | +18.6% | +7.8% |
| 1Y | +11.3% | +26.0% | -14.7% | +7.1% |
| 3Y | +26.0% | +228.9% | -202.9% | +7.9% |
| 5Y | +47.9% | +8.7% | +39.2% | +35.3% |
| All | +340.0% | +77.5% | +262.4% | +259.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling