+375.0%
AGI vs GPC
+74.9%
+300.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -10.1% | +0.4% | -10.6% | -10.2% |
| 30D | -6.5% | -6.3% | -0.2% | -5.6% |
| 3M | -12.8% | -8.2% | -4.6% | -11.6% |
| 6M | -34.3% | +27.1% | -61.4% | -36.8% |
| YTD | -25.6% | +3.1% | -28.7% | -26.4% |
| 1Y | -14.2% | +0.1% | -14.3% | -14.8% |
| 3Y | +127.3% | +0.2% | +127.1% | +122.0% |
| 5Y | +241.8% | +4.9% | +236.9% | +230.1% |
| All | +375.0% | +74.9% | +300.2% | +291.4% |
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