+78.2%
ECL vs GPC
+0.2%
+78.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.9% | +0.4% | +2.4% | +2.8% |
| 30D | +7.5% | -6.3% | +13.8% | +9.1% |
| 3M | +12.2% | -8.2% | +20.4% | +14.4% |
| 6M | +24.6% | +27.1% | -2.5% | +17.9% |
| YTD | +18.8% | +3.1% | +15.6% | +15.8% |
| 1Y | +19.3% | +0.1% | +19.3% | +17.0% |
| 3Y | +78.2% | +0.2% | +78.0% | +68.6% |
| All | +78.2% | +0.2% | +78.0% | +68.6% |
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 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