-51.4%
VG vs AG
+159.1%
-210.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.8% |
| 7D | -22.0% | -2.9% | -19.1% | -21.9% |
| 30D | -14.7% | -15.1% | +0.4% | -13.8% |
| 3M | -7.1% | -15.4% | +8.3% | -6.6% |
| 6M | -11.2% | -21.9% | +10.7% | -11.2% |
| YTD | +69.8% | -10.4% | +80.3% | +52.4% |
| 1Y | +49.9% | +39.8% | +10.0% | +16.0% |
| All | -51.4% | +159.1% | -210.5% | -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