-1.1%
AGG vs GD
+94.5%
-95.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | -0.1% |
| 7D | +0.2% | -5.0% | +5.2% | +0.3% |
| 30D | +2.4% | +8.9% | -6.5% | +2.1% |
| 3M | -0.2% | -8.0% | +7.8% | 0.0% |
| 6M | -1.0% | +2.9% | -3.9% | -1.1% |
| YTD | -0.4% | +7.1% | -7.4% | -0.6% |
| 1Y | -0.1% | +5.9% | -6.0% | -0.3% |
| 3Y | +15.3% | +53.9% | -38.6% | +13.5% |
| All | -1.1% | +94.5% | -95.7% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling