+650.5%
GS vs AGG
+14.8%
+635.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -0.1% | -0.2% | +0.2% | 0.0% |
| 3M | +0.2% | -0.7% | +0.9% | +0.4% |
| 6M | +24.8% | -1.8% | +26.6% | +25.5% |
| YTD | +18.8% | -0.6% | +19.3% | +19.1% |
| 1Y | +37.3% | +0.4% | +37.0% | +37.4% |
| 3Y | +237.9% | +13.2% | +224.7% | +227.6% |
| 5Y | +187.0% | -2.0% | +189.0% | +171.4% |
| 10Y | +650.5% | +15.1% | +635.4% | +892.0% |
| All | +650.5% | +14.8% | +635.7% | +892.0% |
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