-0.5%
GNRC vs GPC
-0.9%
+0.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.3% |
| 30D | -15.7% | +0.5% | -16.3% | -15.8% |
| 3M | -27.3% | +31.7% | -59.1% | -32.6% |
| 6M | -12.1% | +24.7% | -36.8% | -17.5% |
| YTD | +37.1% | +11.8% | +25.3% | +20.3% |
| 1Y | -0.5% | -3.0% | +2.5% | -12.4% |
| All | -0.5% | -0.9% | +0.4% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling