+1,426.0%
GS vs AGG
+96.5%
+1,329.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.5% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | +1.7% | +1.4% | +0.3% | +1.5% |
| 3M | -11.6% | -0.7% | -10.9% | -11.5% |
| 6M | -1.9% | -1.7% | -0.2% | -1.8% |
| YTD | +5.1% | -1.1% | +6.1% | +5.2% |
| 1Y | +16.4% | -0.7% | +17.1% | +16.5% |
| 3Y | +199.0% | +14.2% | +184.8% | +198.3% |
| 5Y | +157.4% | -1.4% | +158.8% | +151.2% |
| 10Y | +457.2% | +16.5% | +440.8% | +466.9% |
| All | +1,426.0% | +96.5% | +1,329.5% | +1,169.9% |
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 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