+60.4%
D vs GPC
-1.1%
+61.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -3.6% | +6.0% | -9.5% | -4.7% |
| 3M | -1.0% | +42.6% | -43.6% | -8.1% |
| 6M | +6.3% | +22.8% | -16.5% | +1.4% |
| YTD | +14.7% | +15.5% | -0.7% | +10.2% |
| 1Y | +16.9% | +2.0% | +14.9% | +15.2% |
| All | +60.4% | -1.1% | +61.5% | +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 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