+3.6%
GAP vs GPC
+4.3%
-0.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.1% |
| 7D | -1.9% | +0.4% | -2.3% | -2.2% |
| 30D | -7.1% | -6.3% | -0.8% | -3.1% |
| 3M | +4.1% | -8.2% | +12.3% | +9.8% |
| 6M | +1.9% | +27.1% | -25.2% | -15.5% |
| YTD | -15.2% | +3.1% | -18.3% | -20.6% |
| 1Y | -10.6% | +0.1% | -10.7% | -14.3% |
| 3Y | +74.6% | +0.2% | +74.4% | +55.4% |
| All | +3.6% | +4.3% | -0.8% | -19.3% |
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