-12.0%
A vs GPC
+30.9%
-43.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.9% | +1.2% | -3.1% | -2.4% |
| 30D | +6.9% | +6.0% | +0.9% | +4.6% |
| 3M | +9.2% | +42.6% | -33.4% | -5.5% |
| 6M | +25.7% | +22.8% | +2.9% | +15.1% |
| YTD | +11.5% | +15.5% | -3.9% | +3.4% |
| 1Y | +18.4% | +2.0% | +16.3% | +15.4% |
| 3Y | +26.6% | -1.4% | +28.0% | +21.2% |
| All | -12.0% | +30.9% | -43.0% | -29.6% |
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