+102.5%
HIG vs GPC
-1.1%
+103.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.5% | -0.6% | +0.2% | -0.3% |
| 30D | -2.8% | +1.3% | -4.1% | -3.1% |
| 3M | +6.3% | +37.1% | -30.8% | -0.7% |
| 6M | -0.1% | +23.2% | -23.3% | -4.8% |
| YTD | +0.4% | +13.1% | -12.6% | -3.5% |
| 1Y | +6.2% | +0.9% | +5.4% | +5.0% |
| All | +102.5% | -1.1% | +103.6% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling