+14.1%
AGG vs GSK
+80.1%
-65.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | -3.5% | +2.5% | -0.9% |
| 30D | -1.1% | -3.4% | +2.3% | -1.0% |
| 3M | -1.9% | -8.1% | +6.2% | -1.7% |
| 6M | -1.7% | -11.1% | +9.4% | -1.4% |
| YTD | -1.3% | +0.7% | -2.0% | -1.4% |
| 1Y | -0.7% | +20.1% | -20.9% | -1.5% |
| 3Y | +12.5% | +46.1% | -33.6% | +10.7% |
| 5Y | -2.5% | +48.2% | -50.7% | -4.3% |
| All | +14.1% | +80.1% | -65.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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