+8.9%
O vs GPC
-0.1%
+9.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +3.0% | +39.2% | -36.2% | -1.2% |
| 6M | -3.6% | +18.2% | -21.9% | -6.4% |
| YTD | +12.1% | +12.1% | 0.0% | +5.6% |
| 1Y | +8.9% | -0.7% | +9.5% | +5.3% |
| All | +8.9% | -0.1% | +9.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling