-16.1%
IP vs GPC
+30.9%
-47.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -5.3% | +1.2% | -6.5% | -5.7% |
| 30D | -10.9% | +6.0% | -16.8% | -13.0% |
| 3M | +11.2% | +42.6% | -31.5% | -4.8% |
| 6M | -10.2% | +22.8% | -33.0% | -18.4% |
| YTD | -2.0% | +15.5% | -17.4% | -9.4% |
| 1Y | -19.1% | +2.0% | -21.1% | -21.4% |
| 3Y | +20.9% | -1.4% | +22.3% | +15.0% |
| All | -16.1% | +30.9% | -47.0% | -34.9% |
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 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