+202.8%
TER vs AG
+64.2%
+138.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -8.3% | +19.2% | -27.5% | -12.4% |
| 3M | -12.2% | +6.2% | -18.4% | -14.0% |
| 6M | +17.1% | -26.7% | +43.8% | +23.1% |
| YTD | +84.7% | +26.1% | +58.6% | +73.0% |
| 1Y | +199.9% | +131.7% | +68.3% | +148.2% |
| 3Y | +232.8% | +255.3% | -22.6% | +139.1% |
| All | +202.8% | +64.2% | +138.7% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling