+438.8%
GS vs AGG
+16.8%
+422.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +5.9% | -1.5% | +7.4% | +6.5% |
| 30D | +4.3% | +0.6% | +3.7% | +4.0% |
| 3M | -11.7% | -1.6% | -10.0% | -11.1% |
| 6M | -3.2% | -1.6% | -1.6% | -2.5% |
| YTD | +5.8% | -1.5% | +7.3% | +6.5% |
| 1Y | +16.0% | -1.1% | +17.1% | +16.6% |
| 3Y | +199.8% | +13.6% | +186.1% | +189.7% |
| 5Y | +155.5% | -1.7% | +157.2% | +143.9% |
| All | +438.8% | +16.8% | +422.0% | +654.1% |
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