-1.7%
GPC vs SSNC
+51.8%
-53.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.3% |
| 7D | +0.2% | -1.8% | +2.0% | +0.9% |
| 30D | -0.4% | +1.9% | -2.3% | -1.2% |
| 3M | +39.2% | +18.4% | +20.8% | +29.7% |
| 6M | +18.2% | +7.0% | +11.3% | +14.7% |
| YTD | +12.1% | -6.9% | +19.0% | +15.3% |
| 1Y | -0.7% | -8.2% | +7.5% | +2.9% |
| 3Y | -1.7% | +50.5% | -52.2% | -22.6% |
| All | -1.7% | +51.8% | -53.5% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling