-2.6%
AGG vs GH
+20.8%
-23.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | -1.1% | -2.5% | +1.4% | -1.0% |
| 30D | -1.1% | -4.7% | +3.5% | -1.1% |
| 3M | -1.9% | +20.2% | -22.2% | -2.3% |
| 6M | -1.7% | +78.8% | -80.5% | -2.8% |
| YTD | -1.3% | +54.1% | -55.4% | -2.2% |
| 1Y | -0.7% | +177.1% | -177.8% | -2.7% |
| 3Y | +12.5% | +371.6% | -359.1% | +8.4% |
| All | -2.6% | +20.8% | -23.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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