+181.9%
IONS vs GPC
+2,073.1%
-1,891.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.7% | -8.3% | -8.7% |
| 7D | -30.3% | +0.4% | -30.6% | -30.6% |
| 30D | -37.7% | -1.8% | -35.9% | -37.7% |
| 3M | -50.5% | -6.6% | -43.9% | -49.3% |
| 6M | -62.8% | +21.3% | -84.1% | -66.3% |
| YTD | -64.4% | +4.3% | -68.6% | -66.1% |
| 1Y | -59.5% | +3.3% | -62.7% | -61.3% |
| 3Y | -39.2% | +0.8% | -40.0% | -43.6% |
| 5Y | -15.3% | +7.4% | -22.7% | -26.1% |
| 10Y | -31.2% | +79.2% | -110.4% | -57.4% |
| All | +181.9% | +2,073.1% | -1,891.2% | -15.4% |
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 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