+96.2%
AGG vs GPN
+944.9%
-848.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.1% | -4.6% | +3.5% | -1.1% |
| 30D | -1.1% | -0.3% | -0.9% | -1.1% |
| 3M | -1.9% | +35.4% | -37.4% | -1.9% |
| 6M | -1.7% | +21.7% | -23.4% | -1.7% |
| YTD | -1.3% | +14.9% | -16.2% | -1.3% |
| 1Y | -0.7% | +3.2% | -3.9% | -0.7% |
| 3Y | +12.5% | -27.1% | +39.6% | +12.3% |
| 5Y | -2.5% | -44.4% | +41.9% | -2.8% |
| 10Y | +14.2% | +27.0% | -12.7% | +15.9% |
| All | +96.2% | +944.9% | -848.7% | +109.3% |
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