-5.9%
POET vs GPC
+30.9%
-36.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | +9.7% | -0.6% | +10.4% | +9.8% |
| 30D | -6.5% | +1.3% | -7.8% | -6.7% |
| 3M | -25.7% | +37.1% | -62.8% | -30.0% |
| 6M | +19.6% | +23.2% | -3.6% | +15.1% |
| YTD | +26.4% | +13.1% | +13.3% | +22.9% |
| 1Y | +50.1% | +0.9% | +49.2% | +49.3% |
| 3Y | +127.9% | -0.8% | +128.7% | +122.7% |
| 5Y | -5.9% | +31.1% | -37.0% | -18.1% |
| All | -5.9% | +30.9% | -36.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling