+1.3%
GPC vs SSNC
-3.0%
+4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +5.1% | +6.0% | -0.9% | +3.6% |
| 3M | +41.5% | +21.0% | +20.6% | +35.1% |
| 6M | +21.8% | +12.1% | +9.7% | +17.0% |
| YTD | +14.6% | -3.2% | +17.8% | +11.8% |
| 1Y | +1.3% | -4.4% | +5.6% | +2.6% |
| All | +1.3% | -3.0% | +4.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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