+0.7%
GPC vs ALM
+14.6%
-13.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.1% | -7.2% | +5.1% | -1.9% |
| 30D | -4.5% | -26.4% | +21.8% | -3.7% |
| 3M | -7.7% | -38.6% | +30.9% | -6.7% |
| 6M | +24.3% | -61.0% | +85.3% | +27.8% |
| YTD | +3.5% | -7.4% | +10.8% | +6.5% |
| 1Y | +0.7% | +14.0% | -13.2% | +4.7% |
| All | +0.7% | +14.6% | -13.9% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling