+18.9%
NET vs GPC
+23.7%
-4.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.4% |
| 7D | -16.4% | +4.1% | -20.5% | -16.1% |
| 30D | -25.8% | +0.1% | -26.0% | -25.8% |
| 3M | -11.5% | -3.9% | -7.6% | -11.6% |
| 6M | +18.9% | +24.4% | -5.5% | +15.4% |
| All | +18.9% | +23.7% | -4.8% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling