+277.6%
AG vs GPC
+0.9%
+276.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | +1.0% | +1.2% | -0.2% | +0.8% |
| 30D | +19.2% | +6.0% | +13.2% | +17.6% |
| 3M | +6.2% | +42.6% | -36.5% | -2.2% |
| 6M | -26.7% | +22.8% | -49.4% | -30.8% |
| YTD | +26.1% | +15.5% | +10.7% | +21.0% |
| 1Y | +131.7% | +2.0% | +129.6% | +125.8% |
| All | +277.6% | +0.9% | +276.7% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling