+120.4%
AS vs GPC
+7.5%
+112.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.2% | +3.5% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -19.6% | +5.1% | -24.8% | -20.9% |
| 3M | -14.4% | +41.5% | -55.9% | -23.6% |
| 6M | -20.1% | +21.8% | -41.9% | -25.7% |
| YTD | -20.9% | +14.6% | -35.5% | -26.4% |
| 1Y | -21.9% | +1.3% | -23.1% | -24.3% |
| All | +120.4% | +7.5% | +112.9% | +103.5% |
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