+173.1%
IONS vs GPC
+2,040.5%
-1,867.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -29.6% | -1.3% | -28.3% | -29.4% |
| 30D | -35.6% | -6.0% | -29.5% | -34.2% |
| 3M | -51.7% | -7.6% | -44.1% | -50.3% |
| 6M | -64.0% | +24.2% | -88.2% | -67.8% |
| YTD | -65.5% | +2.7% | -68.2% | -66.9% |
| 1Y | -62.4% | +0.2% | -62.6% | -63.6% |
| 3Y | -41.1% | -0.8% | -40.3% | -45.0% |
| 5Y | -16.5% | +4.4% | -20.9% | -26.2% |
| 10Y | -35.8% | +74.5% | -110.3% | -59.8% |
| All | +173.1% | +2,040.5% | -1,867.4% | -17.5% |
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