+166.1%
B vs GPC
+1.0%
+165.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | +9.6% | +1.6% | +8.0% | +9.3% |
| 30D | +3.5% | -2.1% | +5.6% | +3.8% |
| 3M | -1.6% | -6.8% | +5.2% | -0.5% |
| 6M | -1.7% | +18.6% | -20.3% | -4.3% |
| YTD | -5.3% | +2.7% | -8.0% | -6.6% |
| 1Y | +27.2% | +1.8% | +25.4% | +25.6% |
| 3Y | +166.1% | +1.1% | +165.1% | +153.3% |
| All | +166.1% | +1.0% | +165.1% | +153.3% |
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