-39.3%
VG vs AG
+264.9%
-304.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.2% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | +16.0% | +19.2% | -3.2% | +13.9% |
| 3M | +9.7% | +6.2% | +3.6% | +8.8% |
| 6M | +29.6% | -26.7% | +56.2% | +36.5% |
| YTD | +112.0% | +26.1% | +85.9% | +85.8% |
| 1Y | +12.8% | +131.7% | -118.9% | -20.3% |
| All | -39.3% | +264.9% | -304.2% | -66.7% |
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