+1,001.8%
TER vs AG
+77.4%
+924.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.7% | +8.0% | +11.9% |
| 7D | -5.8% | +10.8% | -16.6% | -7.4% |
| 30D | -38.9% | -8.2% | -30.7% | -38.0% |
| 3M | -35.1% | -13.7% | -21.4% | -33.6% |
| 6M | -31.6% | -27.3% | -4.3% | -28.2% |
| YTD | +27.2% | -4.6% | +31.8% | +27.7% |
| 1Y | +35.2% | +39.4% | -4.1% | +28.7% |
| 3Y | +192.8% | +244.1% | -51.3% | +139.0% |
| 5Y | +72.4% | +16.8% | +55.6% | +54.0% |
| 10Y | +1,001.8% | +71.7% | +930.2% | +795.5% |
| All | +1,001.8% | +77.4% | +924.5% | +795.5% |
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