+0.3%
GPC vs ALM
+2,063.1%
-2,062.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +1.2% | -2.6% | +3.8% | +1.3% |
| 30D | +6.0% | +32.0% | -26.0% | +5.2% |
| 3M | +42.6% | -15.0% | +57.7% | +42.8% |
| 6M | +22.8% | -10.1% | +32.9% | +22.4% |
| YTD | +15.5% | +99.4% | -84.0% | +14.0% |
| 1Y | +2.0% | +316.4% | -314.3% | -0.2% |
| All | +0.3% | +2,063.1% | -2,062.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling