+424.3%
AG vs GPN
+331.8%
+92.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.6% | -5.4% |
| 7D | -5.8% | -3.5% | -2.3% | -4.8% |
| 30D | +6.4% | +3.1% | +3.2% | +5.1% |
| 3M | +28.4% | +42.3% | -13.9% | +13.5% |
| 6M | -24.5% | +20.9% | -45.3% | -29.7% |
| YTD | +21.2% | +15.2% | +6.0% | +13.7% |
| 1Y | +114.1% | +5.4% | +108.7% | +105.9% |
| 3Y | +268.0% | -27.4% | +295.4% | +287.0% |
| 5Y | +67.3% | -44.2% | +111.5% | +86.5% |
| 10Y | +66.1% | +27.4% | +38.7% | +20.4% |
| All | +424.3% | +331.8% | +92.6% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling