+284.3%
AG vs GPC
+395.5%
-111.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.8% |
| 7D | -4.0% | -2.1% | -1.9% | -3.2% |
| 30D | -13.1% | -4.5% | -8.5% | -11.6% |
| 3M | -22.0% | -7.7% | -14.4% | -19.7% |
| 6M | -37.3% | +24.3% | -61.6% | -42.6% |
| YTD | -11.2% | +3.5% | -14.6% | -13.4% |
| 1Y | +23.9% | +0.7% | +23.2% | +22.1% |
| 3Y | +225.1% | 0.0% | +225.2% | +209.2% |
| 5Y | +7.7% | +5.8% | +1.9% | -1.4% |
| 10Y | +86.9% | +75.8% | +11.1% | +24.2% |
| All | +284.3% | +395.5% | -111.2% | +19.4% |
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 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