-12.3%
IP vs GPC
+6.4%
-18.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.3% |
| 7D | -5.0% | +1.7% | -6.6% | -5.6% |
| 30D | +6.5% | -2.3% | +8.8% | +7.5% |
| 3M | -18.0% | -4.5% | -13.5% | -16.5% |
| 6M | +10.3% | +21.6% | -11.2% | +1.0% |
| YTD | -9.9% | +4.0% | -13.9% | -13.0% |
| 1Y | -1.1% | +3.5% | -4.6% | -4.2% |
| 3Y | +13.0% | +2.1% | +10.9% | +5.2% |
| 5Y | -12.3% | +5.5% | -17.7% | -24.2% |
| All | -12.3% | +6.4% | -18.7% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling