+3.5%
GPN vs AGI
+9.2%
-5.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -4.3% | -2.7% | -1.6% | -4.1% |
| 30D | 0.0% | +7.2% | -7.2% | -0.6% |
| 3M | +35.8% | +4.3% | +31.6% | +35.4% |
| 6M | +22.0% | -27.1% | +49.1% | +23.3% |
| YTD | +15.2% | -6.6% | +21.8% | +17.0% |
| 1Y | +3.5% | +9.5% | -6.0% | +6.2% |
| All | +3.5% | +9.2% | -5.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling