+3.4%
EXC vs GPC
+0.2%
+3.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -4.6% | +5.1% | -9.8% | -5.2% |
| 3M | -2.2% | +41.5% | -43.7% | -5.2% |
| 6M | -10.6% | +21.8% | -32.4% | -13.3% |
| YTD | +1.9% | +14.6% | -12.6% | -1.0% |
| 1Y | +3.4% | +1.3% | +2.1% | -0.1% |
| All | +3.4% | +0.2% | +3.2% | -0.1% |
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