+325.3%
IR vs GPC
+77.7%
+247.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.1% |
| 7D | +3.7% | +1.6% | +2.1% | +2.8% |
| 30D | +7.4% | -2.1% | +9.5% | +8.2% |
| 3M | -5.9% | -6.8% | +0.9% | -2.7% |
| 6M | +5.6% | +18.6% | -13.0% | -5.7% |
| YTD | +4.8% | +2.7% | +2.2% | +0.2% |
| 1Y | +6.9% | +1.8% | +5.2% | +2.8% |
| 3Y | +27.6% | +1.1% | +26.5% | +17.4% |
| 5Y | +45.8% | +4.1% | +41.7% | +29.6% |
| All | +325.3% | +77.7% | +247.6% | +173.3% |
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