+1.3%
GPC vs ACM
-45.8%
+47.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.4% | -3.7% | +4.2% | +0.9% |
| 30D | +5.1% | -11.1% | +16.3% | +6.4% |
| 3M | +41.5% | -8.0% | +49.5% | +42.2% |
| 6M | +21.8% | -29.7% | +51.5% | +23.2% |
| YTD | +14.6% | -29.4% | +43.9% | +16.8% |
| 1Y | +1.3% | -46.4% | +47.7% | +6.1% |
| All | +1.3% | -45.8% | +47.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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