+6.6%
PL vs GPC
+2.1%
+4.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.8% |
| 7D | +5.6% | +0.4% | +5.3% | +5.6% |
| 30D | -16.9% | -1.8% | -15.1% | -17.0% |
| 3M | -38.2% | -6.6% | -31.6% | -38.5% |
| 6M | -63.4% | +21.3% | -84.8% | -62.5% |
| YTD | -27.6% | +4.3% | -31.9% | -28.0% |
| 1Y | +6.6% | +3.3% | +3.3% | +15.2% |
| All | +6.6% | +2.1% | +4.5% | +15.2% |
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