-10.3%
M vs GPC
+3.6%
-13.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -3.8% |
| 7D | -4.3% | +1.6% | -5.8% | -5.1% |
| 30D | +1.3% | -2.1% | +3.4% | +2.6% |
| 3M | -7.4% | -6.8% | -0.6% | -3.4% |
| 6M | +18.3% | +18.6% | -0.3% | +3.7% |
| YTD | +7.6% | +2.7% | +4.9% | +0.7% |
| 1Y | +17.4% | +1.8% | +15.6% | +10.6% |
| 3Y | +108.4% | +1.1% | +107.3% | +79.9% |
| All | -10.3% | +3.6% | -13.8% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling