+98.3%
AGG vs GPC
+789.0%
-690.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.1% |
| 30D | -0.4% | +6.0% | -6.3% | -0.3% |
| 3M | -0.7% | +42.6% | -43.3% | -0.3% |
| 6M | -1.5% | +22.8% | -24.3% | -1.3% |
| YTD | -0.3% | +15.5% | -15.7% | -0.1% |
| 1Y | +1.3% | +2.0% | -0.7% | +1.3% |
| 3Y | +13.2% | -1.4% | +14.7% | +13.3% |
| 5Y | -1.4% | +30.6% | -32.0% | -0.6% |
| 10Y | +14.9% | +80.6% | -65.8% | +17.2% |
| All | +98.3% | +789.0% | -690.7% | +116.8% |
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