+74.6%
AG vs GPC
+83.6%
-9.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +12.5% | +1.3% | +11.1% | +12.0% |
| 3M | +28.2% | +37.1% | -8.9% | +17.2% |
| 6M | -18.8% | +23.2% | -42.0% | -23.7% |
| YTD | +27.4% | +13.1% | +14.3% | +22.2% |
| 1Y | +132.2% | +0.9% | +131.3% | +129.0% |
| 3Y | +286.9% | -0.8% | +287.7% | +273.7% |
| 5Y | +72.8% | +31.1% | +41.7% | +55.0% |
| 10Y | +74.6% | +87.4% | -12.8% | +29.1% |
| All | +74.6% | +83.6% | -9.0% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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