+37.4%
GPC vs ALC
+34.7%
+2.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.7% | +7.6% | -5.9% | -1.3% |
| 30D | -2.3% | +21.1% | -23.5% | -9.7% |
| 3M | -4.5% | +8.5% | -13.0% | -7.9% |
| 6M | +21.6% | +2.8% | +18.7% | +19.2% |
| YTD | +4.0% | -2.4% | +6.4% | +3.6% |
| 1Y | +3.5% | +3.5% | 0.0% | +0.5% |
| 3Y | +2.1% | +4.2% | -2.0% | -4.5% |
| 5Y | +5.5% | -9.0% | +14.4% | +3.6% |
| All | +37.4% | +34.7% | +2.8% | -10.9% |
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