+156.4%
GPC vs ALM
+7,705.7%
-7,549.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +1.2% | -2.6% | +3.8% | +1.2% |
| 30D | +6.0% | +32.0% | -26.0% | +6.0% |
| 3M | +42.6% | -15.0% | +57.7% | +42.6% |
| 6M | +22.8% | -10.1% | +32.9% | +22.8% |
| YTD | +15.5% | +99.4% | -84.0% | +15.4% |
| 1Y | +2.0% | +316.4% | -314.3% | +2.0% |
| 3Y | -1.4% | +2,022.0% | -2,023.4% | -1.4% |
| 5Y | +30.6% | +941.2% | -910.6% | +30.6% |
| 10Y | +80.6% | +2,950.3% | -2,869.7% | +81.0% |
| All | +156.4% | +7,705.7% | -7,549.4% | +159.8% |
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