+762.9%
GPC vs SNY
+242.6%
+520.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.6% | -3.6% | +3.0% | +0.6% |
| 30D | +1.3% | -1.4% | +2.8% | +1.8% |
| 3M | +37.1% | -4.2% | +41.3% | +39.2% |
| 6M | +23.2% | +2.0% | +21.2% | +22.4% |
| YTD | +13.1% | -6.7% | +19.7% | +15.5% |
| 1Y | +0.9% | -4.7% | +5.5% | +2.0% |
| 3Y | -0.8% | -8.1% | +7.3% | -0.9% |
| 5Y | +31.1% | +8.2% | +22.9% | +21.0% |
| 10Y | +87.4% | +64.8% | +22.6% | +45.9% |
| All | +762.9% | +242.6% | +520.3% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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