+65.7%
AG vs GPC
+74.9%
-9.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -10.0% | +0.4% | -10.4% | -10.0% |
| 30D | -10.5% | -6.3% | -4.2% | -8.9% |
| 3M | -27.3% | -8.2% | -19.1% | -25.5% |
| 6M | -43.0% | +27.1% | -70.1% | -46.8% |
| YTD | -17.9% | +3.1% | -21.0% | -19.3% |
| 1Y | +11.9% | +0.1% | +11.9% | +10.9% |
| 3Y | +201.8% | +0.2% | +201.6% | +191.5% |
| 5Y | -0.1% | +4.9% | -4.9% | -5.0% |
| All | +65.7% | +74.9% | -9.2% | +24.1% |
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