+79.2%
GPC vs SSNC
+174.0%
-94.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | -1.8% | -2.7% | +0.9% | -0.8% |
| 3M | -6.6% | -0.8% | -5.8% | -6.5% |
| 6M | +21.3% | +15.5% | +5.8% | +13.3% |
| YTD | +4.3% | -8.8% | +13.1% | +7.0% |
| 1Y | +3.3% | -5.8% | +9.1% | +4.4% |
| 3Y | +0.8% | +55.7% | -54.9% | -19.2% |
| 5Y | +7.4% | +6.7% | +0.7% | +0.1% |
| 10Y | +79.2% | +184.0% | -104.8% | +22.3% |
| All | +79.2% | +174.0% | -94.8% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling