+70.6%
NI vs GPC
-2.2%
+72.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.6% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | -8.0% | +39.2% | -47.2% | -12.1% |
| 6M | -8.6% | +18.2% | -26.9% | -11.0% |
| YTD | +2.3% | +12.1% | -9.8% | -0.2% |
| 1Y | +6.9% | -0.7% | +7.6% | +6.0% |
| 3Y | +70.6% | -1.7% | +72.2% | +64.1% |
| All | +70.6% | -2.2% | +72.8% | +64.1% |
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