+95.8%
AGG vs GPC
+694.1%
-598.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.5% | +0.4% | -2.0% | -1.5% |
| 30D | +0.6% | -6.3% | +6.9% | +0.6% |
| 3M | -1.6% | -8.2% | +6.5% | -1.7% |
| 6M | -1.6% | +27.1% | -28.7% | -1.4% |
| YTD | -1.5% | +3.1% | -4.6% | -1.5% |
| 1Y | -1.1% | +0.1% | -1.2% | -1.1% |
| 3Y | +13.6% | +0.2% | +13.4% | +13.8% |
| 5Y | -1.7% | +4.9% | -6.5% | -1.2% |
| 10Y | +16.1% | +75.2% | -59.0% | +18.7% |
| All | +95.8% | +694.1% | -598.4% | +113.8% |
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