+2.1%
AS vs GPC
+6.5%
-4.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.7% |
| 7D | +13.8% | +4.1% | +9.6% | +12.6% |
| 30D | +16.7% | +0.1% | +16.5% | +16.5% |
| 3M | -11.5% | -3.9% | -7.6% | -10.7% |
| 6M | -5.5% | +24.4% | -29.9% | -10.7% |
| YTD | -14.2% | +5.7% | -19.9% | -19.5% |
| 1Y | +2.1% | +6.8% | -4.7% | +0.7% |
| All | +2.1% | +6.5% | -4.4% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling