+700.9%
GLD vs AGG
+87.5%
+613.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.6% | -1.5% | -3.1% | -3.5% |
| 30D | -5.5% | +0.6% | -6.1% | -5.9% |
| 3M | -10.9% | -1.6% | -9.3% | -9.8% |
| 6M | -17.4% | -1.6% | -15.8% | -16.4% |
| YTD | -10.3% | -1.5% | -8.8% | -9.2% |
| 1Y | -7.2% | -1.1% | -6.1% | -6.3% |
| 3Y | +96.9% | +13.6% | +83.3% | +80.6% |
| 5Y | +103.8% | -1.7% | +105.4% | +105.1% |
| 10Y | +203.5% | +16.1% | +187.4% | +178.3% |
| All | +700.9% | +87.5% | +613.4% | +541.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling