+3.1%
GPC vs SARO
-22.5%
+25.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -3.2% | -3.1% | -0.1% | -2.6% |
| 30D | +0.5% | -12.2% | +12.8% | +2.9% |
| 3M | +31.7% | -7.4% | +39.1% | +33.4% |
| 6M | +24.7% | -15.3% | +40.0% | +27.5% |
| YTD | +11.8% | -16.2% | +28.0% | +14.1% |
| 1Y | -3.0% | -12.1% | +9.1% | -2.1% |
| All | +3.1% | -22.5% | +25.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling