-36.6%
AUR vs GPC
+20.3%
-56.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +8.7% | +1.2% | +7.6% | +8.2% |
| 30D | -5.2% | +6.0% | -11.2% | -8.0% |
| 3M | -7.3% | +42.6% | -49.9% | -25.3% |
| 6M | +41.2% | +22.8% | +18.4% | +24.1% |
| YTD | +65.1% | +15.5% | +49.7% | +47.1% |
| 1Y | +13.4% | +2.0% | +11.4% | +9.1% |
| 3Y | +98.1% | -1.4% | +99.6% | +83.0% |
| 5Y | -36.0% | +30.6% | -66.6% | -48.5% |
| All | -36.6% | +20.3% | -56.9% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling