+47.2%
CAPR vs GPC
+6.5%
+40.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.5% | +7.8% |
| 7D | +43.2% | +4.1% | +39.1% | +41.9% |
| 30D | +14.7% | +0.1% | +14.5% | +14.5% |
| 3M | +113.9% | -3.9% | +117.8% | +115.8% |
| 6M | -73.4% | +24.4% | -97.8% | -74.7% |
| YTD | -69.1% | +5.7% | -74.8% | -74.2% |
| 1Y | +47.2% | +6.8% | +40.4% | +16.6% |
| All | +47.2% | +6.5% | +40.7% | +16.6% |
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 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