-2.6%
AGG vs GPN
-44.5%
+41.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | -4.3% | +3.3% | -1.0% |
| 30D | -1.1% | 0.0% | -1.2% | -1.2% |
| 3M | -1.9% | +35.8% | -37.7% | -2.6% |
| 6M | -1.7% | +22.0% | -23.7% | -2.2% |
| YTD | -1.3% | +15.2% | -16.5% | -1.7% |
| 1Y | -0.7% | +3.5% | -4.2% | -1.0% |
| 3Y | +12.5% | -26.9% | +39.4% | +12.8% |
| All | -2.6% | -44.5% | +41.9% | -2.9% |
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