+23.1%
Q vs GPC
-2.8%
+25.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.3% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | -9.8% | -2.1% | -7.7% | -9.9% |
| 3M | -12.2% | -6.8% | -5.4% | -12.1% |
| 6M | -21.6% | +18.6% | -40.2% | -25.5% |
| YTD | +43.6% | +2.7% | +40.9% | +34.7% |
| 1Y | +25.7% | +1.8% | +23.9% | +19.0% |
| All | +23.1% | -2.8% | +25.9% | +14.1% |
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 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