+404.3%
AGI vs GPC
+30.9%
+373.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +11.3% | +1.3% | +10.0% | +11.0% |
| 3M | +5.6% | +37.1% | -31.5% | +0.6% |
| 6M | -27.7% | +23.2% | -50.9% | -30.3% |
| YTD | -4.1% | +13.1% | -17.2% | -6.6% |
| 1Y | +13.8% | +0.9% | +12.9% | +12.0% |
| 3Y | +217.0% | -0.8% | +217.9% | +209.7% |
| 5Y | +404.3% | +31.1% | +373.2% | +388.7% |
| All | +404.3% | +30.9% | +373.4% | +388.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling