-44.9%
IONS vs GPC
+6.5%
-51.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -10.6% | +4.1% | -14.7% | -11.1% |
| 30D | -7.7% | +0.1% | -7.8% | -7.9% |
| 3M | -27.1% | -3.9% | -23.2% | -26.6% |
| 6M | -46.8% | +24.4% | -71.2% | -48.1% |
| YTD | -49.2% | +5.7% | -54.9% | -51.5% |
| 1Y | -44.9% | +6.8% | -51.7% | -49.0% |
| All | -44.9% | +6.5% | -51.4% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling