-21.3%
IT vs GPC
+0.2%
-21.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.7% |
| 7D | -6.0% | +0.4% | -6.4% | -6.2% |
| 30D | 0.0% | +5.1% | -5.1% | -1.8% |
| 3M | +13.1% | +41.5% | -28.5% | +4.9% |
| 6M | +11.7% | +21.8% | -10.1% | +7.8% |
| YTD | -26.1% | +14.6% | -40.7% | -32.0% |
| 1Y | -21.3% | +1.3% | -22.5% | -21.8% |
| All | -21.3% | +0.2% | -21.4% | -21.8% |
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