+128.8%
AUR vs GPC
+0.2%
+128.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | -4.5% | +0.4% | -5.0% | -4.7% |
| 30D | -16.6% | -6.3% | -10.3% | -14.8% |
| 3M | -38.5% | -8.2% | -30.3% | -36.6% |
| 6M | -49.9% | +27.1% | -77.0% | -56.0% |
| YTD | +9.6% | +3.1% | +6.5% | +3.9% |
| 1Y | +1.2% | +0.1% | +1.1% | -2.6% |
| 3Y | +128.8% | +0.2% | +128.6% | +74.2% |
| All | +128.8% | +0.2% | +128.6% | +74.2% |
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