-59.6%
ACHR vs GPC
+49.9%
-109.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.1% |
| 7D | -9.2% | +0.4% | -9.7% | -9.3% |
| 30D | -1.0% | -6.3% | +5.3% | +1.0% |
| 3M | -42.2% | -8.2% | -34.0% | -40.7% |
| 6M | -38.2% | +27.1% | -65.3% | -44.3% |
| YTD | -46.4% | +3.1% | -49.5% | -48.5% |
| 1Y | -49.4% | +0.1% | -49.4% | -50.8% |
| 3Y | -22.5% | +0.2% | -22.7% | -27.8% |
| 5Y | -29.8% | +4.9% | -34.7% | -36.9% |
| All | -59.6% | +49.9% | -109.5% | -63.0% |
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