+956.5%
HIG vs GPC
+1,092.7%
-136.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +4.2% | -6.3% | +10.5% | +8.7% |
| 3M | +0.2% | -8.2% | +8.4% | +5.7% |
| 6M | +4.6% | +27.1% | -22.5% | -13.9% |
| YTD | +1.1% | +3.1% | -2.0% | -6.4% |
| 1Y | +4.7% | +0.1% | +4.6% | -1.2% |
| 3Y | +95.5% | +0.2% | +95.2% | +70.7% |
| 5Y | +111.7% | +4.9% | +106.8% | +70.5% |
| 10Y | +263.4% | +75.2% | +188.3% | +75.9% |
| All | +956.5% | +1,092.7% | -136.3% | +42.6% |
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