+3.3%
GPC vs SARO
-21.1%
+24.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.7% |
| 7D | +0.2% | +1.1% | -0.9% | 0.0% |
| 30D | -0.4% | -16.2% | +15.8% | +2.9% |
| 3M | +39.2% | -1.3% | +40.5% | +39.3% |
| 6M | +18.2% | -15.2% | +33.5% | +20.9% |
| YTD | +12.1% | -14.7% | +26.8% | +14.0% |
| 1Y | -0.7% | -9.1% | +8.4% | -0.5% |
| All | +3.3% | -21.1% | +24.4% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling