-24.2%
AR vs GPC
+153.7%
-178.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +2.5% | +1.2% | +1.3% | +1.8% |
| 30D | +14.8% | +6.0% | +8.8% | +11.3% |
| 3M | +6.2% | +42.6% | -36.4% | -13.1% |
| 6M | +4.3% | +22.8% | -18.5% | -8.6% |
| YTD | +14.4% | +15.5% | -1.1% | +2.3% |
| 1Y | +21.3% | +2.0% | +19.3% | +15.9% |
| 3Y | +39.8% | -1.4% | +41.2% | +27.5% |
| 5Y | +142.1% | +30.6% | +111.5% | +78.5% |
| 10Y | +52.0% | +80.6% | -28.6% | -12.8% |
| All | -24.2% | +153.7% | -178.0% | -61.7% |
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