+220.4%
W vs AG
+72.5%
+148.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -7.4% | -4.0% | -3.4% | -6.6% |
| 30D | +7.8% | -13.1% | +20.9% | +10.8% |
| 3M | +10.9% | -22.0% | +32.9% | +16.1% |
| 6M | +86.4% | -37.3% | +123.7% | +102.4% |
| YTD | +14.0% | -11.2% | +25.1% | +12.6% |
| 1Y | +3.5% | +23.9% | -20.4% | -4.6% |
| 3Y | +164.8% | +225.1% | -60.4% | +92.5% |
| 5Y | -53.1% | +7.7% | -60.9% | -60.7% |
| 10Y | +220.4% | +86.9% | +133.6% | +134.0% |
| All | +220.4% | +72.5% | +148.0% | +134.0% |
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 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