+50.3%
O vs AG
+57.4%
-7.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | -0.6% | +4.5% | -5.0% | -0.9% |
| 30D | -2.0% | +12.9% | -14.8% | -2.9% |
| 3M | +3.0% | +20.9% | -17.9% | +1.3% |
| 6M | -3.6% | -19.5% | +15.9% | -2.9% |
| YTD | +12.1% | +24.8% | -12.7% | +8.5% |
| 1Y | +8.9% | +120.2% | -111.4% | +0.3% |
| 3Y | +30.3% | +279.0% | -248.7% | +11.4% |
| 5Y | +13.7% | +67.9% | -54.2% | +1.8% |
| 10Y | +50.3% | +57.5% | -7.2% | +38.7% |
| All | +50.3% | +57.4% | -7.1% | +38.7% |
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