+2.3%
GPC vs COO
+0.2%
+2.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +1.2% | -2.2% | +3.4% | +2.2% |
| 30D | +6.0% | -7.0% | +13.0% | +9.2% |
| 3M | +42.6% | +12.2% | +30.4% | +36.8% |
| 6M | +22.8% | -15.1% | +37.9% | +29.6% |
| YTD | +15.5% | -15.1% | +30.5% | +21.8% |
| All | +2.3% | +0.2% | +2.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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