-31.9%
EL vs GPC
-1.1%
-30.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.5% |
| 7D | +0.8% | +1.2% | -0.4% | +0.3% |
| 30D | +19.8% | +6.0% | +13.9% | +17.3% |
| 3M | +25.7% | +42.6% | -16.9% | +9.1% |
| 6M | +5.4% | +22.8% | -17.3% | -3.1% |
| YTD | +0.2% | +15.5% | -15.2% | -7.3% |
| 1Y | +20.4% | +2.0% | +18.4% | +17.7% |
| All | -31.9% | -1.1% | -30.8% | -36.9% |
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