+43.9%
GEV vs GPC
+0.5%
+43.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.9% |
| 30D | -8.7% | +0.1% | -8.8% | -8.7% |
| 3M | +6.6% | +37.4% | -30.8% | +2.4% |
| 6M | +10.2% | +25.4% | -15.2% | +5.9% |
| YTD | +41.6% | +12.2% | +29.5% | +29.9% |
| 1Y | +43.9% | -0.3% | +44.2% | +32.2% |
| All | +43.9% | +0.5% | +43.3% | +32.2% |
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