+162.4%
MAR vs GPC
+32.9%
+129.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -4.2% | +1.2% | -5.3% | -4.6% |
| 30D | -6.7% | +6.0% | -12.6% | -8.7% |
| 3M | -12.5% | +42.6% | -55.1% | -24.3% |
| 6M | +0.6% | +22.8% | -22.2% | -7.9% |
| YTD | +9.1% | +15.5% | -6.3% | +0.9% |
| 1Y | +26.2% | +2.0% | +24.2% | +22.8% |
| 3Y | +68.2% | -1.4% | +69.6% | +60.5% |
| All | +162.4% | +32.9% | +129.5% | +92.8% |
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