+12.5%
AGG vs GFI
+296.4%
-284.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | -1.1% | +13.2% | -14.4% | -1.4% |
| 3M | -1.9% | +28.5% | -30.4% | -2.6% |
| 6M | -1.7% | -6.2% | +4.5% | -1.8% |
| YTD | -1.3% | +8.7% | -10.0% | -1.8% |
| 1Y | -0.7% | +24.8% | -25.6% | -1.8% |
| 3Y | +12.5% | +298.0% | -285.5% | +4.9% |
| All | +12.5% | +296.4% | -284.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2023-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling