-51.4%
VG vs AG
+163.8%
-215.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -22.0% | +6.3% | -28.4% | -22.4% |
| 30D | -11.6% | -8.9% | -2.7% | -11.1% |
| 3M | -14.9% | -12.2% | -2.7% | -14.6% |
| 6M | -3.5% | -28.3% | +24.8% | -1.7% |
| YTD | +70.0% | -8.8% | +78.8% | +52.4% |
| 1Y | +50.0% | +39.4% | +10.6% | +16.7% |
| All | -51.4% | +163.8% | -215.1% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling