+33.2%
GPC vs SSNC
+23.5%
+9.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +6.0% | +6.0% | -0.1% | +3.4% |
| 3M | +42.6% | +21.0% | +21.7% | +31.7% |
| 6M | +22.8% | +12.1% | +10.7% | +16.6% |
| YTD | +15.5% | -3.2% | +18.7% | +16.2% |
| 1Y | +2.0% | -4.4% | +6.4% | +3.0% |
| 3Y | -1.4% | +51.6% | -53.0% | -19.7% |
| All | +33.2% | +23.5% | +9.7% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling