+238.0%
GM vs AGG
+39.4%
+198.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -1.1% | -1.4% | -2.3% |
| 30D | -1.1% | -1.1% | 0.0% | -1.0% |
| 3M | +6.1% | -1.9% | +8.0% | +6.4% |
| 6M | +15.0% | -1.7% | +16.7% | +15.2% |
| YTD | +6.0% | -1.3% | +7.3% | +6.2% |
| 1Y | +47.1% | -0.7% | +47.8% | +47.4% |
| 3Y | +170.5% | +12.5% | +158.0% | +169.8% |
| 5Y | +80.5% | -2.5% | +83.0% | +68.0% |
| 10Y | +238.7% | +14.2% | +224.5% | +282.8% |
| All | +238.0% | +39.4% | +198.6% | +463.1% |
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 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