-21.9%
KVUE vs GPC
-13.2%
-8.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.3% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -3.3% | -0.4% | -2.9% | -3.2% |
| 3M | +6.0% | +39.2% | -33.2% | -0.9% |
| 6M | +2.3% | +18.2% | -15.9% | -1.5% |
| YTD | +10.3% | +12.1% | -1.7% | +6.7% |
| 1Y | +4.6% | -0.7% | +5.2% | +3.4% |
| 3Y | -2.2% | -1.7% | -0.5% | -5.2% |
| All | -21.9% | -13.2% | -8.7% | -22.3% |
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