-19.1%
IP vs GPC
+1.0%
-20.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -5.3% | +1.2% | -6.5% | -5.9% |
| 30D | -10.9% | +6.0% | -16.8% | -13.6% |
| 3M | +11.2% | +42.6% | -31.5% | -9.4% |
| 6M | -10.2% | +22.8% | -33.0% | -21.6% |
| YTD | -2.0% | +15.5% | -17.4% | -19.4% |
| 1Y | -19.1% | +2.0% | -21.1% | -29.8% |
| All | -19.1% | +1.0% | -20.1% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling