+69.8%
AA vs GPC
-0.2%
+70.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +5.3% | -1.3% | +6.6% | +5.7% |
| 30D | -2.3% | -6.0% | +3.8% | -0.4% |
| 3M | -20.8% | -7.6% | -13.2% | -19.0% |
| 6M | -39.8% | +24.2% | -64.0% | -45.0% |
| YTD | -23.3% | +2.7% | -26.0% | -26.1% |
| 1Y | +1.8% | +0.2% | +1.7% | -0.8% |
| All | +69.8% | -0.2% | +70.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling