+6,045.6%
IT vs GPC
+1,517.4%
+4,528.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.2% |
| 7D | -6.0% | +1.2% | -7.2% | -6.7% |
| 30D | 0.0% | +6.0% | -6.0% | -3.2% |
| 3M | +13.1% | +42.6% | -29.6% | -6.8% |
| 6M | +11.7% | +22.8% | -11.1% | -0.9% |
| YTD | -26.1% | +15.5% | -41.6% | -33.2% |
| 1Y | -21.3% | +2.0% | -23.3% | -23.9% |
| 3Y | -46.7% | -1.4% | -45.3% | -50.1% |
| 5Y | -40.5% | +30.6% | -71.1% | -52.8% |
| 10Y | +103.9% | +80.6% | +23.3% | +27.4% |
| All | +6,045.6% | +1,517.4% | +4,528.2% | +1,131.8% |
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 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