+185.8%
GS vs AGG
+15.0%
+170.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.4% |
| 30D | -2.4% | +2.4% | -4.8% | -4.4% |
| 3M | -15.7% | -0.2% | -15.5% | -15.6% |
| 6M | -6.8% | -1.0% | -5.8% | -6.1% |
| YTD | -0.1% | -0.4% | +0.3% | +0.3% |
| 1Y | +12.1% | -0.1% | +12.2% | +12.4% |
| 3Y | +185.8% | +15.3% | +170.5% | +153.9% |
| All | +185.8% | +15.0% | +170.8% | +153.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling