+11.4%
B vs GPC
+2.0%
+9.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.1% |
| 30D | -4.3% | -4.5% | +0.2% | -3.2% |
| 3M | -2.3% | -7.7% | +5.4% | -0.3% |
| 6M | -16.2% | +24.3% | -40.5% | -21.6% |
| YTD | -8.8% | +3.5% | -12.3% | -12.1% |
| 1Y | +11.4% | +0.7% | +10.6% | +9.2% |
| All | +11.4% | +2.0% | +9.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling