-12.3%
IP vs GPC
+7.2%
-19.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +9.4% | -1.8% | +11.2% | +10.1% |
| 3M | -14.1% | -6.6% | -7.5% | -11.6% |
| 6M | +9.2% | +21.3% | -12.1% | 0.0% |
| YTD | -7.5% | +4.3% | -11.8% | -10.8% |
| 1Y | -2.8% | +3.3% | -6.0% | -5.8% |
| 3Y | +21.2% | +0.8% | +20.5% | +13.7% |
| All | -12.3% | +7.2% | -19.5% | -24.8% |
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 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