+4.4%
GPC vs ALC
-9.8%
+14.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.3% | -6.2% | +4.9% | +0.5% |
| 30D | -6.0% | +14.0% | -20.0% | -9.6% |
| 3M | -7.6% | -2.4% | -5.2% | -7.1% |
| 6M | +24.2% | +12.6% | +11.6% | +20.0% |
| YTD | +2.7% | -8.4% | +11.1% | +4.2% |
| 1Y | +0.2% | -9.1% | +9.3% | +1.8% |
| 3Y | -0.8% | -0.3% | -0.5% | -3.7% |
| 5Y | +4.4% | -9.9% | +14.4% | +4.6% |
| All | +4.4% | -9.8% | +14.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling