+327.1%
NET vs GPC
-1.1%
+328.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.8% | +5.1% | -9.9% | -5.7% |
| 3M | +3.8% | +41.5% | -37.7% | -3.5% |
| 6M | +50.0% | +21.8% | +28.2% | +43.8% |
| YTD | +41.5% | +14.6% | +26.9% | +36.6% |
| 1Y | +32.8% | +1.3% | +31.6% | +32.3% |
| All | +327.1% | -1.1% | +328.1% | +301.5% |
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