+3.3%
GPC vs SSNC
-5.1%
+8.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | -1.8% | -2.7% | +0.9% | -1.0% |
| 3M | -6.6% | -0.8% | -5.8% | -6.3% |
| 6M | +21.3% | +15.5% | +5.8% | +17.1% |
| YTD | +4.3% | -8.8% | +13.1% | +3.4% |
| 1Y | +3.3% | -5.8% | +9.1% | +0.9% |
| All | +3.3% | -5.1% | +8.3% | +0.9% |
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