-0.9%
AGG vs GFS
-2.1%
+1.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -0.2% | +4.5% | -4.7% | -0.2% |
| 30D | -0.2% | -8.2% | +8.0% | -0.1% |
| 3M | -0.7% | -38.9% | +38.2% | -0.1% |
| 6M | -1.8% | -2.9% | +1.1% | -1.9% |
| YTD | -0.6% | +31.8% | -32.4% | -1.2% |
| 1Y | +0.4% | +43.1% | -42.8% | -0.4% |
| 3Y | +13.2% | -20.6% | +33.8% | +13.2% |
| All | -0.9% | -2.1% | +1.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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