+67.9%
AG vs GPC
+29.0%
+38.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.2% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +12.9% | -0.4% | +13.3% | +13.0% |
| 3M | +20.9% | +39.2% | -18.2% | +9.1% |
| 6M | -19.5% | +18.2% | -37.8% | -24.2% |
| YTD | +24.8% | +12.1% | +12.7% | +19.3% |
| 1Y | +120.2% | -0.7% | +120.9% | +117.0% |
| 3Y | +279.0% | -1.7% | +280.7% | +263.3% |
| 5Y | +67.9% | +29.3% | +38.6% | +50.4% |
| All | +67.9% | +29.0% | +38.9% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling