+0.5%
LOW vs GPC
-0.7%
+1.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +21.7% | -6.3% | +28.0% | +25.6% |
| 3M | +5.0% | -8.2% | +13.2% | +9.4% |
| 6M | +4.6% | +27.1% | -22.5% | -7.3% |
| YTD | -3.5% | +3.1% | -6.6% | -13.7% |
| 1Y | +0.5% | +0.1% | +0.5% | -8.5% |
| All | +0.5% | -0.7% | +1.3% | -8.5% |
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 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