+159.7%
GILD vs AGG
+14.2%
+145.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -1.1% | -3.8% | -4.7% |
| 30D | +5.8% | -1.1% | +6.9% | +6.0% |
| 3M | +14.9% | -1.9% | +16.9% | +15.3% |
| 6M | -0.4% | -1.7% | +1.4% | -0.1% |
| YTD | +18.5% | -1.3% | +19.8% | +18.8% |
| 1Y | +25.1% | -0.7% | +25.9% | +25.3% |
| 3Y | +105.9% | +12.5% | +93.4% | +105.3% |
| 5Y | +143.0% | -2.5% | +145.5% | +126.6% |
| All | +159.7% | +14.2% | +145.5% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling