+4.0%
GPC vs ALC
-9.1%
+13.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.5% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | -6.3% | +16.0% | -22.3% | -10.3% |
| 3M | -8.2% | +0.8% | -9.0% | -8.5% |
| 6M | +27.1% | +16.8% | +10.3% | +21.5% |
| YTD | +3.1% | -5.5% | +8.6% | +3.7% |
| 1Y | +0.1% | -5.3% | +5.3% | +0.5% |
| 3Y | +0.2% | +4.1% | -3.9% | -4.0% |
| All | +4.0% | -9.1% | +13.1% | +3.6% |
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