+213.1%
GLD vs AGG
+14.3%
+198.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.1% |
| 7D | -3.4% | -0.9% | -2.5% | -2.5% |
| 30D | -1.1% | -1.0% | -0.2% | -0.2% |
| 3M | +5.8% | -1.3% | +7.1% | +7.2% |
| 6M | -17.1% | -2.1% | -15.0% | -15.3% |
| YTD | 0.0% | -1.2% | +1.2% | +1.4% |
| 1Y | +18.2% | -0.5% | +18.7% | +19.0% |
| 3Y | +122.6% | +12.4% | +110.1% | +99.8% |
| 5Y | +137.1% | -2.4% | +139.5% | +144.6% |
| All | +213.1% | +14.3% | +198.8% | +154.8% |
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