+1.3%
GPC vs ALC
-10.2%
+11.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | +5.1% | -0.1% | +5.2% | +5.1% |
| 3M | +41.5% | +5.9% | +35.6% | +39.3% |
| 6M | +21.8% | -15.9% | +37.7% | +23.6% |
| YTD | +14.6% | -10.1% | +24.7% | +14.8% |
| 1Y | +1.3% | -10.2% | +11.5% | +1.3% |
| All | +1.3% | -10.2% | +11.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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