+26.7%
Q vs GPC
+9.2%
+17.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | -11.1% | +6.0% | -17.1% | -11.3% |
| 3M | -22.1% | +42.6% | -64.8% | -27.5% |
| 6M | +0.5% | +22.8% | -22.3% | -4.5% |
| YTD | +47.8% | +15.5% | +32.4% | +38.3% |
| All | +26.7% | +9.2% | +17.5% | +17.1% |
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 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