+210.9%
AA vs GPC
+2,071.6%
-1,860.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.8% |
| 7D | +0.9% | +1.6% | -0.7% | -0.2% |
| 30D | -6.7% | -2.1% | -4.6% | -5.7% |
| 3M | -16.3% | -6.8% | -9.5% | -12.8% |
| 6M | -37.1% | +18.6% | -55.7% | -46.0% |
| YTD | -25.0% | +2.7% | -27.7% | -30.6% |
| 1Y | +8.6% | +1.8% | +6.8% | +0.8% |
| 3Y | +57.2% | +1.1% | +56.2% | +39.1% |
| 5Y | -13.0% | +4.1% | -17.1% | -25.4% |
| 10Y | +65.5% | +88.2% | -22.7% | -7.7% |
| All | +210.9% | +2,071.6% | -1,860.7% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling