+17.2%
ES vs GPC
+0.2%
+17.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -2.0% | +5.1% | -7.1% | -2.9% |
| 3M | +1.7% | +41.5% | -39.8% | -4.1% |
| 6M | -3.5% | +21.8% | -25.4% | -8.0% |
| YTD | +7.9% | +14.6% | -6.7% | +1.5% |
| 1Y | +17.2% | +1.3% | +15.9% | +12.4% |
| All | +17.2% | +0.2% | +17.0% | +12.4% |
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