+56.2%
AG vs GPN
-44.7%
+100.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -6.7% | -4.6% | -2.1% | -5.7% |
| 30D | +2.2% | -0.3% | +2.4% | +2.1% |
| 3M | +15.7% | +35.4% | -19.7% | +6.7% |
| 6M | -23.8% | +21.7% | -45.4% | -27.9% |
| YTD | +17.6% | +14.9% | +2.8% | +12.2% |
| 1Y | +88.6% | +3.2% | +85.4% | +83.9% |
| 3Y | +253.4% | -27.1% | +280.6% | +268.2% |
| All | +56.2% | -44.7% | +100.8% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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