+137.7%
GLD vs AGG
-2.6%
+140.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -2.0% | -1.1% | -0.9% | -1.0% |
| 30D | -1.5% | -1.1% | -0.4% | -0.4% |
| 3M | +3.2% | -1.9% | +5.2% | +5.1% |
| 6M | -16.3% | -1.7% | -14.6% | -14.8% |
| YTD | +0.6% | -1.3% | +1.9% | +2.0% |
| 1Y | +19.1% | -0.7% | +19.9% | +20.2% |
| 3Y | +123.5% | +12.5% | +111.0% | +102.3% |
| All | +137.7% | -2.6% | +140.3% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling