-0.8%
IP vs GPC
+2.6%
-3.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | -5.1% | +1.6% | -6.6% | -5.8% |
| 30D | +8.5% | -2.1% | +10.6% | +9.5% |
| 3M | -13.8% | -6.8% | -7.0% | -10.7% |
| 6M | +5.7% | +18.6% | -12.9% | -5.3% |
| YTD | -9.1% | +2.7% | -11.8% | -23.4% |
| 1Y | -0.8% | +1.8% | -2.6% | -17.9% |
| All | -0.8% | +2.6% | -3.4% | -17.9% |
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