+1,143.7%
GPN vs AGI
+5,453.2%
-4,309.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | -6.2% | +2.2% | -8.5% | -6.3% |
| 30D | +1.0% | +11.3% | -10.2% | +0.6% |
| 3M | +36.9% | +5.6% | +31.3% | +36.5% |
| 6M | +16.8% | -27.7% | +44.5% | +17.8% |
| YTD | +13.2% | -4.1% | +17.3% | +13.0% |
| 1Y | +1.4% | +13.8% | -12.3% | +0.6% |
| 3Y | -28.6% | +217.0% | -245.7% | -31.8% |
| 5Y | -47.0% | +404.3% | -451.3% | -50.2% |
| 10Y | +25.2% | +400.5% | -375.3% | +15.9% |
| All | +1,143.7% | +5,453.2% | -4,309.4% | +1,100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling