+48.4%
IR vs GPC
+30.9%
+17.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -2.8% | +1.2% | -4.0% | -3.4% |
| 30D | -15.1% | +6.0% | -21.1% | -17.5% |
| 3M | +6.1% | +42.6% | -36.6% | -11.7% |
| 6M | -16.8% | +22.8% | -39.6% | -25.5% |
| YTD | -3.5% | +15.5% | -19.0% | -12.2% |
| 1Y | -3.5% | +2.0% | -5.5% | -6.4% |
| 3Y | +9.5% | -1.4% | +10.9% | +3.9% |
| All | +48.4% | +30.9% | +17.5% | +10.7% |
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