+9.8%
GAP vs GPC
+30.9%
-21.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -4.5% | +1.2% | -5.7% | -5.2% |
| 30D | +9.0% | +6.0% | +3.1% | +4.9% |
| 3M | +5.0% | +42.6% | -37.6% | -19.0% |
| 6M | -17.8% | +22.8% | -40.6% | -29.6% |
| YTD | -10.4% | +15.5% | -25.8% | -21.8% |
| 1Y | -3.4% | +2.0% | -5.4% | -7.5% |
| 3Y | +111.5% | -1.4% | +112.9% | +97.7% |
| All | +9.8% | +30.9% | -21.1% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling