+445.6%
AG vs GPC
+452.9%
-7.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | +19.2% | +6.0% | +13.2% | +16.6% |
| 3M | +6.2% | +42.6% | -36.5% | -7.9% |
| 6M | -26.7% | +22.8% | -49.4% | -32.7% |
| YTD | +26.1% | +15.5% | +10.7% | +18.0% |
| 1Y | +131.7% | +2.0% | +129.6% | +126.7% |
| 3Y | +255.3% | -1.4% | +256.8% | +239.1% |
| 5Y | +61.9% | +30.6% | +31.3% | +36.2% |
| 10Y | +72.0% | +80.6% | -8.6% | +14.4% |
| All | +445.6% | +452.9% | -7.2% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling