+0.1%
GPC vs AEE
+12.0%
-11.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.5% |
| 30D | -6.3% | +9.7% | -16.0% | -11.1% |
| 3M | -8.2% | +5.9% | -14.1% | -11.1% |
| 6M | +27.1% | +6.7% | +20.4% | +22.9% |
| YTD | +3.1% | +17.4% | -14.2% | -4.3% |
| 1Y | +0.1% | +12.7% | -12.6% | -5.9% |
| All | +0.1% | +12.0% | -11.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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