+35.6%
GPC vs ALC
+31.8%
+3.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.5% |
| 7D | +1.6% | +4.9% | -3.3% | -0.4% |
| 30D | -2.1% | +19.0% | -21.0% | -8.8% |
| 3M | -6.8% | +7.8% | -14.6% | -9.8% |
| 6M | +18.6% | +14.6% | +4.0% | +12.0% |
| YTD | +2.7% | -4.4% | +7.1% | +3.1% |
| 1Y | +1.8% | +1.4% | +0.4% | -0.4% |
| 3Y | +1.1% | +2.5% | -1.5% | -4.9% |
| 5Y | +4.1% | -10.9% | +15.0% | +3.1% |
| All | +35.6% | +31.8% | +3.8% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling