+2.3%
GPC vs ACM
-46.7%
+49.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.2% | -3.7% | +4.9% | +1.7% |
| 30D | +6.0% | -11.1% | +17.1% | +7.2% |
| 3M | +42.6% | -8.0% | +50.6% | +43.3% |
| 6M | +22.8% | -29.7% | +52.4% | +24.2% |
| YTD | +15.5% | -29.4% | +44.8% | +17.8% |
| All | +2.3% | -46.7% | +49.0% | +7.2% |
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