+124.1%
MAR vs GPC
+1.0%
+123.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +4.3% | +1.6% | +2.7% | +3.9% |
| 30D | +16.8% | -2.1% | +18.9% | +17.3% |
| 3M | +16.0% | -6.8% | +22.8% | +18.0% |
| 6M | +16.5% | +18.6% | -2.1% | +10.0% |
| YTD | +35.0% | +2.7% | +32.4% | +30.9% |
| 1Y | +49.4% | +1.8% | +47.6% | +45.2% |
| 3Y | +124.1% | +1.1% | +123.0% | +97.4% |
| All | +124.1% | +1.0% | +123.1% | +97.4% |
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