+16.5%
AGG vs GD
+180.8%
-164.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -0.1% | -1.9% | +1.8% | 0.0% |
| 30D | +1.4% | +10.9% | -9.6% | +1.2% |
| 3M | -0.7% | -6.8% | +6.1% | -0.6% |
| 6M | -1.7% | +7.0% | -8.7% | -1.7% |
| YTD | -1.1% | +11.1% | -12.2% | -1.2% |
| 1Y | -0.7% | +7.0% | -7.7% | -0.8% |
| 3Y | +14.2% | +59.9% | -45.8% | +13.6% |
| 5Y | -1.4% | +102.5% | -103.9% | -2.0% |
| 10Y | +16.5% | +174.0% | -157.5% | +15.5% |
| All | +16.5% | +180.8% | -164.4% | +15.5% |
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