-29.9%
COMP vs GPC
+30.9%
-60.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +1.4% | +1.2% | +0.2% | +0.7% |
| 30D | -13.3% | +6.0% | -19.3% | -16.3% |
| 3M | +41.1% | +42.6% | -1.5% | +12.2% |
| 6M | +17.2% | +22.8% | -5.6% | +2.1% |
| YTD | +5.2% | +15.5% | -10.2% | -6.9% |
| 1Y | +18.9% | +2.0% | +16.9% | +13.4% |
| 3Y | +215.9% | -1.4% | +217.3% | +195.3% |
| All | -29.9% | +30.9% | -60.8% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling