+14.1%
AGG vs GFI
+1,066.8%
-1,052.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | -1.1% | +10.7% | -11.9% | -1.5% |
| 3M | -1.9% | +25.6% | -27.6% | -2.7% |
| 6M | -1.7% | -8.3% | +6.5% | -1.7% |
| YTD | -1.3% | +6.3% | -7.6% | -1.9% |
| 1Y | -0.7% | +22.1% | -22.8% | -2.0% |
| 3Y | +12.5% | +289.2% | -276.7% | +5.9% |
| 5Y | -2.5% | +531.7% | -534.1% | -10.2% |
| All | +14.1% | +1,066.8% | -1,052.7% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling