+16.8%
AGG vs GD
+165.4%
-148.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.4% | +1.9% | -3.3% | -1.5% |
| 30D | +0.9% | +9.2% | -8.3% | +0.8% |
| 3M | -1.2% | -7.5% | +6.2% | -1.2% |
| 6M | -1.4% | +5.8% | -7.2% | -1.5% |
| YTD | -1.4% | +9.8% | -11.2% | -1.5% |
| 1Y | -1.3% | +5.8% | -7.0% | -1.4% |
| 3Y | +13.8% | +58.0% | -44.2% | +13.2% |
| 5Y | -1.6% | +100.4% | -102.0% | -2.1% |
| All | +16.8% | +165.4% | -148.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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