+128.0%
GPC vs ALM
+3,507.4%
-3,379.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.5% | -1.3% |
| 7D | +1.6% | -6.7% | +8.2% | +1.6% |
| 30D | -2.1% | -32.9% | +30.8% | -2.1% |
| 3M | -6.8% | -39.5% | +32.7% | -6.8% |
| 6M | +18.6% | -62.0% | +80.6% | +18.6% |
| YTD | +2.7% | -7.8% | +10.5% | +2.7% |
| 1Y | +1.8% | +26.7% | -24.9% | +1.8% |
| 3Y | +1.1% | +825.4% | -824.3% | +1.1% |
| 5Y | +4.1% | +401.2% | -397.2% | +4.1% |
| 10Y | +88.2% | +2,074.0% | -1,985.8% | +88.8% |
| All | +128.0% | +3,507.4% | -3,379.4% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling