+620.7%
GEV vs GPC
-2.2%
+622.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +3.3% | +1.2% | +2.1% | +3.2% |
| 30D | -7.5% | +6.0% | -13.4% | -7.7% |
| 3M | -2.2% | +42.6% | -44.8% | -5.3% |
| 6M | +12.1% | +22.8% | -10.7% | +9.5% |
| YTD | +44.4% | +15.5% | +28.9% | +40.9% |
| 1Y | +57.7% | +2.0% | +55.6% | +55.5% |
| All | +620.7% | -2.2% | +622.9% | +617.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling