+510.2%
GEV vs GPC
-11.7%
+521.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -3.9% |
| 7D | -13.2% | +0.4% | -13.5% | -13.2% |
| 30D | -20.6% | -1.8% | -18.8% | -20.6% |
| 3M | -19.5% | -6.6% | -12.9% | -19.3% |
| 6M | -23.3% | +21.3% | -44.6% | -25.0% |
| YTD | +22.2% | +4.3% | +18.0% | +19.8% |
| 1Y | +37.8% | +3.3% | +34.5% | +35.4% |
| All | +510.2% | -11.7% | +521.9% | +510.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling