+62.8%
AA vs GPC
-0.1%
+62.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.5% | +3.8% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +3.3% | -0.4% | +3.7% | +3.3% |
| 3M | -29.4% | +39.2% | -68.6% | -32.8% |
| 6M | -12.8% | +18.2% | -31.0% | -15.7% |
| YTD | -2.1% | +12.1% | -14.2% | -4.5% |
| 1Y | +62.8% | -0.7% | +63.4% | +67.2% |
| All | +62.8% | -0.1% | +62.9% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling