-48.7%
POET vs GPC
+429.3%
-478.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +1.2% | +0.4% | +0.7% | +1.1% |
| 30D | -12.2% | -6.3% | -5.9% | -11.2% |
| 3M | -42.4% | -8.2% | -34.3% | -41.6% |
| 6M | -64.3% | +27.1% | -91.4% | -66.7% |
| YTD | -19.0% | +3.1% | -22.1% | -20.9% |
| 1Y | +9.1% | +0.1% | +9.1% | +7.3% |
| 3Y | +297.7% | +0.2% | +297.5% | +284.1% |
| 5Y | -38.2% | +4.9% | -43.1% | -41.8% |
| 10Y | +123.0% | +75.2% | +47.9% | +82.1% |
| All | -48.7% | +429.3% | -478.0% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling