+0.3%
GPC vs ALC
-13.3%
+13.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.7% |
| 7D | +1.2% | -2.1% | +3.3% | +1.8% |
| 30D | +6.0% | -0.1% | +6.1% | +5.9% |
| 3M | +42.6% | +5.9% | +36.7% | +40.5% |
| 6M | +22.8% | -15.9% | +38.7% | +27.4% |
| YTD | +15.5% | -10.1% | +25.6% | +17.6% |
| 1Y | +2.0% | -10.2% | +12.3% | +3.8% |
| All | +0.3% | -13.3% | +13.7% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling