+700.6%
IYR vs GPC
+1,359.9%
-659.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -1.2% | +1.2% | -2.4% | -1.9% |
| 30D | -2.9% | +6.0% | -8.8% | -5.9% |
| 3M | +0.8% | +42.6% | -41.8% | -17.7% |
| 6M | +1.9% | +22.8% | -20.9% | -10.4% |
| YTD | +9.6% | +15.5% | -5.8% | -1.8% |
| 1Y | +8.1% | +2.0% | +6.0% | +3.4% |
| 3Y | +29.2% | -1.4% | +30.6% | +19.7% |
| 5Y | +4.3% | +30.6% | -26.3% | -20.0% |
| 10Y | +64.7% | +80.6% | -15.9% | -5.6% |
| All | +700.6% | +1,359.9% | -659.4% | +55.5% |
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