+632.4%
GEV vs AGG
+8.1%
+624.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | -7.9% | -1.1% | -6.8% | -7.6% |
| 3M | +5.6% | -1.9% | +7.5% | +6.1% |
| 6M | +13.1% | -1.7% | +14.8% | +13.4% |
| YTD | +46.7% | -1.3% | +48.0% | +47.5% |
| 1Y | +51.3% | -0.7% | +52.0% | +52.4% |
| All | +632.4% | +8.1% | +624.3% | +593.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling