-44.8%
ACHR vs GPC
+64.4%
-109.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -6.0% |
| 7D | -2.7% | -0.6% | -2.0% | -2.5% |
| 30D | -12.1% | +1.3% | -13.4% | -12.5% |
| 3M | +3.4% | +37.1% | -33.7% | -8.8% |
| 6M | -15.6% | +23.2% | -38.8% | -22.7% |
| YTD | -26.9% | +13.1% | -39.9% | -31.8% |
| 1Y | -34.8% | +0.9% | -35.6% | -36.3% |
| 3Y | -19.2% | -0.8% | -18.4% | -23.9% |
| 5Y | -43.8% | +31.1% | -74.9% | -50.4% |
| All | -44.8% | +64.4% | -109.2% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling