+246.5%
GM vs GPC
+364.7%
-118.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.2% |
| 30D | -1.4% | +6.0% | -7.3% | -4.8% |
| 3M | +5.9% | +42.6% | -36.7% | -16.0% |
| 6M | +12.4% | +22.8% | -10.4% | -2.6% |
| YTD | +8.6% | +15.5% | -6.8% | -3.9% |
| 1Y | +52.6% | +2.0% | +50.6% | +45.8% |
| 3Y | +169.7% | -1.4% | +171.1% | +145.7% |
| 5Y | +87.5% | +30.6% | +57.0% | +38.8% |
| 10Y | +233.0% | +80.6% | +152.4% | +86.8% |
| All | +246.5% | +364.7% | -118.2% | -12.9% |
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