-16.5%
IONS vs GPC
+4.8%
-21.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -29.6% | -1.3% | -28.3% | -29.5% |
| 30D | -35.6% | -6.0% | -29.5% | -34.8% |
| 3M | -51.7% | -7.6% | -44.1% | -51.0% |
| 6M | -64.0% | +24.2% | -88.2% | -65.8% |
| YTD | -65.5% | +2.7% | -68.2% | -66.2% |
| 1Y | -62.4% | +0.2% | -62.6% | -63.0% |
| 3Y | -41.1% | -0.8% | -40.3% | -43.8% |
| 5Y | -16.5% | +4.4% | -20.9% | -26.4% |
| All | -16.5% | +4.8% | -21.3% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling