+133.7%
AS vs GPC
-3.1%
+136.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +7.1% | +1.7% | +5.4% | +6.6% |
| 30D | +12.8% | -2.3% | +15.1% | +13.6% |
| 3M | -14.7% | -4.5% | -10.2% | -13.6% |
| 6M | -9.9% | +21.6% | -31.5% | -15.8% |
| YTD | -16.1% | +4.0% | -20.2% | -19.6% |
| 1Y | +0.2% | +3.5% | -3.3% | -4.1% |
| All | +133.7% | -3.1% | +136.9% | +122.9% |
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