-4.4%
GAP vs GPC
-0.1%
-4.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.0% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +9.3% | -0.4% | +9.7% | +9.6% |
| 3M | +6.1% | +39.2% | -33.1% | -9.5% |
| 6M | -2.3% | +18.2% | -20.5% | -11.2% |
| YTD | -10.6% | +12.1% | -22.7% | -23.5% |
| 1Y | -4.4% | -0.7% | -3.8% | -15.8% |
| All | -4.4% | -0.1% | -4.3% | -15.8% |
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