+52.4%
COP vs GPC
-0.1%
+52.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.5% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +15.6% | -0.4% | +16.0% | +15.6% |
| 3M | +14.3% | +39.2% | -24.8% | +14.0% |
| 6M | +17.0% | +18.2% | -1.2% | +20.7% |
| YTD | +47.4% | +12.1% | +35.3% | +51.1% |
| 1Y | +52.4% | -0.7% | +53.1% | +58.1% |
| All | +52.4% | -0.1% | +52.5% | +58.1% |
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