+1,346.3%
GIS vs GPC
+2,088.4%
-742.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.9% |
| 7D | -4.6% | -2.1% | -2.5% | -4.1% |
| 30D | +6.6% | -4.5% | +11.1% | +7.8% |
| 3M | -8.1% | -7.7% | -0.4% | -6.3% |
| 6M | +4.9% | +24.3% | -19.4% | -1.2% |
| YTD | -21.4% | +3.5% | -24.8% | -22.6% |
| 1Y | -21.6% | +0.7% | -22.4% | -22.4% |
| 3Y | -39.3% | 0.0% | -39.3% | -40.8% |
| 5Y | -33.2% | +5.8% | -39.0% | -36.9% |
| 10Y | -17.3% | +75.8% | -93.1% | -35.0% |
| All | +1,346.3% | +2,088.4% | -742.1% | +367.0% |
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