+98.3%
AGG vs GD
+1,412.5%
-1,314.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | 0.0% |
| 7D | -0.2% | -5.3% | +5.1% | -0.2% |
| 30D | -0.4% | -6.4% | +6.0% | -0.5% |
| 3M | -0.7% | +5.7% | -6.4% | -0.6% |
| 6M | -1.5% | -0.9% | -0.6% | -1.5% |
| YTD | -0.3% | +8.2% | -8.4% | -0.1% |
| 1Y | +1.3% | +13.4% | -12.1% | +1.5% |
| 3Y | +13.2% | +68.5% | -55.3% | +14.2% |
| 5Y | -1.4% | +97.2% | -98.6% | -0.2% |
| 10Y | +14.9% | +190.2% | -175.3% | +17.6% |
| All | +98.3% | +1,412.5% | -1,314.2% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling