-3.5%
IR vs GPC
+0.2%
-3.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -15.1% | +5.1% | -20.3% | -16.9% |
| 3M | +6.1% | +41.5% | -35.5% | -9.8% |
| 6M | -16.8% | +21.8% | -38.6% | -24.8% |
| YTD | -3.5% | +14.6% | -18.1% | -16.8% |
| 1Y | -3.5% | +1.3% | -4.7% | -11.5% |
| All | -3.5% | +0.2% | -3.7% | -11.5% |
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