+51.8%
VG vs AG
+29.4%
+22.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +9.1% | -16.8% | -6.9% |
| 7D | -16.4% | -2.6% | -13.8% | -16.3% |
| 30D | -10.8% | -12.1% | +1.3% | -11.3% |
| 3M | -6.3% | -6.6% | +0.3% | -6.4% |
| 6M | -12.5% | -20.5% | +7.9% | -12.7% |
| YTD | +76.9% | -7.4% | +84.3% | +56.2% |
| 1Y | +51.8% | +33.4% | +18.4% | +14.0% |
| All | +51.8% | +29.4% | +22.4% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling