+23.9%
IR vs GPC
+0.5%
+23.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.9% |
| 6M | +14.0% | +24.3% | -10.4% | +3.4% |
| YTD | +7.5% | +3.5% | +4.0% | +3.3% |
| 1Y | +10.1% | +0.7% | +9.4% | +7.1% |
| All | +23.9% | +0.5% | +23.4% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling