-8.8%
IT vs GPC
+6.5%
-15.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.9% |
| 7D | -5.5% | +4.1% | -9.6% | -6.6% |
| 30D | +10.3% | +0.1% | +10.2% | +10.1% |
| 3M | +11.5% | -3.9% | +15.4% | +12.6% |
| 6M | +40.3% | +24.4% | +15.9% | +36.6% |
| YTD | -17.9% | +5.7% | -23.6% | -21.1% |
| 1Y | -8.8% | +6.8% | -15.6% | -16.8% |
| All | -8.8% | +6.5% | -15.3% | -16.8% |
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