+118.6%
M vs GPC
-1.1%
+119.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +4.7% | +1.2% | +3.5% | +4.2% |
| 30D | -9.6% | +6.0% | -15.6% | -11.8% |
| 3M | +0.9% | +42.6% | -41.8% | -14.2% |
| 6M | +22.3% | +22.8% | -0.5% | +10.9% |
| YTD | +6.5% | +15.5% | -8.9% | -2.7% |
| 1Y | +38.8% | +2.0% | +36.7% | +34.7% |
| All | +118.6% | -1.1% | +119.7% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling