-44.1%
VG vs AG
+143.4%
-187.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.3% | +10.0% | +5.1% |
| 7D | +15.1% | -6.0% | +21.1% | +15.5% |
| 30D | -4.2% | -14.3% | +10.1% | -3.3% |
| 3M | -3.1% | -26.9% | +23.8% | -1.4% |
| 6M | +0.3% | -42.1% | +42.4% | +5.0% |
| YTD | +95.5% | -15.9% | +111.3% | +76.0% |
| 1Y | +64.4% | +11.5% | +52.9% | +34.3% |
| All | -44.1% | +143.4% | -187.5% | -68.5% |
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