+304.8%
SPY vs AG
+64.1%
+240.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.1% |
| 7D | -0.6% | +6.0% | -6.5% | -1.0% |
| 30D | -3.7% | -13.5% | +9.9% | -2.8% |
| 3M | -2.7% | -20.7% | +17.9% | -1.4% |
| 6M | +2.2% | -31.5% | +33.7% | +4.3% |
| YTD | +10.8% | -10.1% | +21.0% | +10.0% |
| 1Y | +11.2% | +26.0% | -14.8% | +7.6% |
| 3Y | +76.5% | +228.9% | -152.4% | +55.8% |
| 5Y | +72.9% | +8.7% | +64.3% | +60.4% |
| 10Y | +304.8% | +71.9% | +232.9% | +256.7% |
| All | +304.8% | +64.1% | +240.7% | +256.7% |
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