+120.4%
AS vs GPC
+7.5%
+112.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -19.6% | +6.0% | -25.6% | -21.1% |
| 3M | -14.4% | +42.6% | -57.0% | -23.8% |
| 6M | -20.1% | +22.8% | -42.9% | -25.9% |
| YTD | -20.9% | +15.5% | -36.4% | -26.6% |
| 1Y | -21.9% | +2.0% | -23.9% | -24.5% |
| All | +120.4% | +7.5% | +112.9% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling