+337.2%
IP vs GPC
+2,135.2%
-1,798.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.5% |
| 7D | +3.4% | +4.1% | -0.7% | +0.8% |
| 30D | +11.2% | +0.1% | +11.1% | +10.8% |
| 3M | -14.8% | -3.9% | -10.9% | -13.0% |
| 6M | +17.3% | +24.4% | -7.1% | +1.6% |
| YTD | -6.2% | +5.7% | -11.9% | -11.4% |
| 1Y | +2.3% | +6.8% | -4.4% | -3.9% |
| 3Y | +17.7% | +3.8% | +13.9% | +6.6% |
| 5Y | -8.4% | +9.2% | -17.6% | -22.1% |
| 10Y | +32.1% | +93.8% | -61.7% | -26.7% |
| All | +337.2% | +2,135.2% | -1,798.1% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling