-5.5%
AS vs GPC
+23.7%
-29.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.4% |
| 7D | +13.8% | +4.1% | +9.6% | +12.1% |
| 30D | +16.7% | +0.1% | +16.5% | +16.3% |
| 3M | -11.5% | -3.9% | -7.6% | -10.3% |
| 6M | -5.5% | +24.4% | -29.9% | -17.6% |
| All | -5.5% | +23.7% | -29.2% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling