+526.6%
GEV vs GPC
-13.0%
+539.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +6.2% | -1.3% | +7.5% | +6.3% |
| 30D | -18.4% | -6.0% | -12.4% | -18.2% |
| 3M | -21.2% | -7.6% | -13.6% | -21.0% |
| 6M | -23.6% | +24.2% | -47.8% | -25.5% |
| YTD | +25.5% | +2.7% | +22.8% | +23.2% |
| 1Y | +42.6% | +0.2% | +42.4% | +40.4% |
| All | +526.6% | -13.0% | +539.6% | +527.3% |
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 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