+48.4%
MAR vs GPC
-0.7%
+49.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +13.8% | -6.3% | +20.1% | +15.2% |
| 3M | +20.3% | -8.2% | +28.4% | +22.2% |
| 6M | +21.3% | +27.1% | -5.8% | +13.3% |
| YTD | +37.2% | +3.1% | +34.1% | +23.0% |
| 1Y | +48.4% | +0.1% | +48.4% | +35.3% |
| All | +48.4% | -0.7% | +49.2% | +35.3% |
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 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