+480.9%
IONS vs GPC
+2,306.1%
-1,825.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -4.8% | +0.4% | -5.3% | -5.0% |
| 30D | +7.2% | +5.1% | +2.0% | +4.9% |
| 3M | -22.7% | +41.5% | -64.2% | -34.1% |
| 6M | -26.9% | +21.8% | -48.7% | -33.8% |
| YTD | -26.6% | +14.6% | -41.1% | -32.5% |
| 1Y | -2.1% | +1.3% | -3.4% | -5.0% |
| 3Y | +43.4% | -1.4% | +44.9% | +34.6% |
| 5Y | +47.0% | +30.6% | +16.4% | +17.7% |
| 10Y | +97.2% | +80.6% | +16.6% | +23.7% |
| All | +480.9% | +2,306.1% | -1,825.2% | +67.8% |
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