+73.2%
MAR vs GPC
+0.9%
+72.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -4.2% | +1.2% | -5.3% | -4.4% |
| 30D | -6.7% | +6.0% | -12.6% | -8.1% |
| 3M | -12.5% | +42.6% | -55.1% | -21.1% |
| 6M | +0.6% | +22.8% | -22.2% | -5.6% |
| YTD | +9.1% | +15.5% | -6.3% | +2.9% |
| 1Y | +26.2% | +2.0% | +24.2% | +23.3% |
| All | +73.2% | +0.9% | +72.3% | +62.0% |
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