-20.6%
ACHR vs GPC
+7.9%
-28.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.5% |
| 7D | +15.3% | +0.8% | +14.5% | +15.0% |
| 30D | -3.0% | -1.1% | -1.9% | -2.9% |
| 3M | -14.0% | -6.6% | -7.3% | -12.0% |
| 6M | -25.8% | +22.2% | -48.0% | -32.9% |
| YTD | -36.0% | +5.1% | -41.1% | -39.4% |
| 1Y | -41.2% | +2.8% | -44.0% | -43.8% |
| 3Y | -8.6% | +2.4% | -10.9% | -17.3% |
| 5Y | -20.6% | +7.8% | -28.4% | -36.1% |
| All | -20.6% | +7.9% | -28.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling