+29.1%
Q vs GPC
-2.8%
+31.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.1% |
| 7D | +11.5% | -1.3% | +12.8% | +11.5% |
| 30D | -0.2% | -6.0% | +5.9% | -0.1% |
| 3M | -13.6% | -7.6% | -6.0% | -13.4% |
| 6M | -27.0% | +24.2% | -51.3% | -31.5% |
| YTD | +50.5% | +2.7% | +47.8% | +41.3% |
| 1Y | +33.8% | +0.2% | +33.6% | +25.7% |
| All | +29.1% | -2.8% | +31.9% | +19.6% |
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