+963.3%
HIG vs GPC
+1,235.3%
-272.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | +0.3% | +1.2% | -0.9% | -0.6% |
| 30D | -3.2% | +6.0% | -9.2% | -7.2% |
| 3M | +9.1% | +42.6% | -33.5% | -16.5% |
| 6M | -1.8% | +22.8% | -24.5% | -17.3% |
| YTD | +1.8% | +15.5% | -13.7% | -12.5% |
| 1Y | +4.6% | +2.0% | +2.5% | -2.2% |
| 3Y | +101.6% | -1.4% | +103.1% | +78.8% |
| 5Y | +124.5% | +30.6% | +93.9% | +53.6% |
| 10Y | +317.8% | +80.6% | +237.2% | +101.1% |
| All | +963.3% | +1,235.3% | -272.0% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling