-4.6%
GS vs GPC
+23.2%
-27.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -6.4% |
| 7D | -6.3% | +1.7% | -8.0% | -6.3% |
| 30D | -3.1% | -2.3% | -0.8% | -3.2% |
| 3M | -17.7% | -4.5% | -13.2% | -17.6% |
| 6M | -4.6% | +21.6% | -26.1% | -7.1% |
| All | -4.6% | +23.2% | -27.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 6mo: compounded portfolio wealth divided by compounded GPC 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…
6mo analysis · Full analysis span regression · 6 months rolling