+4.4%
GPC vs ALM
+387.9%
-383.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | -1.3% | -4.0% | +2.7% | -1.2% |
| 30D | -6.0% | -30.5% | +24.5% | -5.1% |
| 3M | -7.6% | -46.9% | +39.3% | -6.2% |
| 6M | +24.2% | -65.5% | +89.7% | +27.3% |
| YTD | +2.7% | -13.4% | +16.1% | +2.5% |
| 1Y | +0.2% | +9.8% | -9.6% | -0.7% |
| 3Y | -0.8% | +783.1% | -783.9% | -10.2% |
| 5Y | +4.4% | +378.3% | -373.9% | -3.9% |
| All | +4.4% | +387.9% | -383.5% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling