+14.2%
AGG vs GPC
+87.0%
-72.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.9% | -1.8% | +0.8% | -0.9% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | -1.3% | +37.4% | -38.6% | -1.7% |
| 6M | -2.1% | +25.4% | -27.5% | -2.4% |
| YTD | -1.2% | +12.2% | -13.4% | -1.5% |
| 1Y | -0.5% | -0.3% | -0.2% | -0.6% |
| 3Y | +12.4% | -1.6% | +14.0% | +12.2% |
| 5Y | -2.4% | +31.0% | -33.4% | -2.4% |
| All | +14.2% | +87.0% | -72.8% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling