+19.7%
GPC vs SUNB
-5.1%
+24.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.5% |
| 7D | +1.2% | -6.3% | +7.5% | +2.2% |
| 30D | +6.0% | -14.2% | +20.1% | +8.6% |
| 3M | +42.6% | -14.7% | +57.4% | +46.1% |
| 6M | +22.8% | -7.9% | +30.7% | +22.4% |
| All | +19.7% | -5.1% | +24.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 all: compounded portfolio wealth divided by compounded SUNB 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…
all analysis · Full analysis span regression · 6 months rolling