+319.4%
IR vs GPC
+80.0%
+239.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | +2.3% | +1.7% | +0.6% | +1.4% |
| 30D | +3.3% | -2.3% | +5.6% | +4.3% |
| 3M | -9.0% | -4.5% | -4.5% | -7.2% |
| 6M | +8.0% | +21.6% | -13.6% | -4.8% |
| YTD | +3.4% | +4.0% | -0.7% | -1.9% |
| 1Y | +4.5% | +3.5% | +1.0% | -0.5% |
| 3Y | +25.6% | +2.1% | +23.4% | +14.9% |
| 5Y | +43.8% | +5.5% | +38.3% | +26.9% |
| All | +319.4% | +80.0% | +239.4% | +167.6% |
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