+147.2%
AR vs GPC
+30.9%
+116.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | +14.8% | +6.0% | +8.8% | +13.1% |
| 3M | +6.2% | +42.6% | -36.4% | -3.7% |
| 6M | +4.3% | +22.8% | -18.5% | -1.6% |
| YTD | +14.4% | +15.5% | -1.1% | +9.3% |
| 1Y | +21.3% | +2.0% | +19.3% | +20.6% |
| 3Y | +39.8% | -1.4% | +41.2% | +36.3% |
| All | +147.2% | +30.9% | +116.3% | +75.3% |
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 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