+77.5%
O vs AG
+80.4%
-2.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.2% |
| 7D | -0.4% | -6.0% | +5.6% | 0.0% |
| 30D | +8.3% | -14.3% | +22.6% | +9.3% |
| 3M | -4.0% | -26.9% | +22.9% | -2.2% |
| 6M | -2.6% | -42.1% | +39.5% | +0.4% |
| YTD | +9.9% | -15.9% | +25.7% | +9.1% |
| 1Y | +9.8% | +11.5% | -1.7% | +6.4% |
| 3Y | +39.7% | +208.0% | -168.2% | +20.7% |
| 5Y | +9.2% | +2.4% | +6.7% | +1.0% |
| All | +77.5% | +80.4% | -2.9% | +48.5% |
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