+10.1%
IR vs GPC
+2.0%
+8.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.1% | -2.1% | +3.2% | +1.9% |
| 30D | +7.6% | -4.5% | +12.1% | +9.3% |
| 3M | +0.1% | -7.7% | +7.8% | +3.0% |
| 6M | +14.0% | +24.3% | -10.4% | +1.9% |
| YTD | +7.5% | +3.5% | +4.0% | -7.8% |
| 1Y | +10.1% | +0.7% | +9.4% | -2.9% |
| All | +10.1% | +2.0% | +8.1% | -2.9% |
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 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