-19.2%
IONS vs GPC
+93.7%
-113.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.3% | -23.7% | -22.0% |
| 7D | -24.8% | +0.8% | -25.7% | -25.1% |
| 30D | -31.5% | -1.1% | -30.5% | -31.6% |
| 3M | -45.2% | -6.6% | -38.6% | -44.3% |
| 6M | -59.1% | +22.2% | -81.3% | -61.7% |
| YTD | -60.8% | +5.1% | -65.9% | -62.1% |
| 1Y | -57.9% | +2.8% | -60.7% | -59.0% |
| 3Y | -34.5% | +2.4% | -36.8% | -38.0% |
| 5Y | -8.8% | +7.8% | -16.6% | -17.0% |
| 10Y | -19.2% | +87.2% | -106.5% | -45.2% |
| All | -19.2% | +93.7% | -113.0% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling