+108.4%
M vs GPC
+1.0%
+107.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.0% |
| 7D | -4.3% | +1.6% | -5.8% | -4.8% |
| 30D | +1.3% | -2.1% | +3.4% | +2.2% |
| 3M | -7.4% | -6.8% | -0.6% | -4.6% |
| 6M | +18.3% | +18.6% | -0.3% | +8.4% |
| YTD | +7.6% | +2.7% | +4.9% | +2.7% |
| 1Y | +17.4% | +1.8% | +15.6% | +12.7% |
| 3Y | +108.4% | +1.1% | +107.3% | +68.4% |
| All | +108.4% | +1.0% | +107.4% | +68.4% |
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