+99.1%
V vs AG
+12.9%
+86.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | +2.2% | +6.3% | -4.1% | +1.9% |
| 30D | +13.6% | -8.9% | +22.5% | +13.9% |
| 3M | +14.3% | -12.2% | +26.5% | +14.6% |
| 6M | +33.1% | -28.3% | +61.4% | +34.3% |
| YTD | +21.2% | -8.8% | +30.1% | +19.9% |
| 1Y | +26.4% | +39.4% | -12.9% | +22.1% |
| 3Y | +77.6% | +229.4% | -151.8% | +57.3% |
| All | +99.1% | +12.9% | +86.1% | +102.1% |
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