+2,926.4%
V vs AG
+368.7%
+2,557.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | +2.0% | +19.2% | -17.2% | +0.9% |
| 3M | +17.4% | +6.2% | +11.2% | +16.6% |
| 6M | +17.5% | -26.7% | +44.2% | +18.7% |
| YTD | +7.6% | +26.1% | -18.5% | +5.0% |
| 1Y | +7.7% | +131.7% | -123.9% | +1.1% |
| 3Y | +54.7% | +255.3% | -200.7% | +38.6% |
| 5Y | +73.0% | +61.9% | +11.1% | +59.8% |
| 10Y | +390.9% | +72.0% | +318.8% | +332.0% |
| All | +2,926.4% | +368.7% | +2,557.7% | +1,641.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling