+6.8%
GPC vs NTRS
+43.5%
-36.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.1% |
| 7D | +4.1% | +3.6% | +0.6% | +3.4% |
| 30D | +0.1% | +4.3% | -4.2% | -0.7% |
| 3M | -3.9% | -1.9% | -2.0% | -3.7% |
| 6M | +24.4% | +11.4% | +13.0% | +19.5% |
| YTD | +5.7% | +32.3% | -26.6% | -5.1% |
| 1Y | +6.8% | +42.5% | -35.8% | -5.6% |
| All | +6.8% | +43.5% | -36.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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