+4.8%
IYR vs GPC
+29.0%
-24.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -2.5% | -0.4% | -2.1% | -2.5% |
| 3M | +1.5% | +39.2% | -37.7% | -9.0% |
| 6M | +3.9% | +18.2% | -14.4% | -2.2% |
| YTD | +9.5% | +12.1% | -2.6% | +3.7% |
| 1Y | +7.5% | -0.7% | +8.1% | +6.0% |
| 3Y | +30.8% | -1.7% | +32.5% | +25.4% |
| 5Y | +4.8% | +29.3% | -24.5% | -12.7% |
| All | +4.8% | +29.0% | -24.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling