+62.6%
IOT vs GPC
+16.9%
+45.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.3% |
| 7D | +2.8% | +0.2% | +2.6% | +2.6% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | +17.9% | +39.2% | -21.3% | +0.2% |
| 6M | +13.5% | +18.2% | -4.7% | +4.1% |
| YTD | +13.3% | +12.1% | +1.2% | +5.2% |
| 1Y | -3.3% | -0.7% | -2.7% | -4.0% |
| 3Y | +31.3% | -1.7% | +33.0% | +23.6% |
| All | +62.6% | +16.9% | +45.7% | +21.4% |
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