+18.9%
RF vs GPC
+2.0%
+16.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +4.6% | -4.5% | +9.2% | +5.4% |
| 3M | -8.4% | -7.7% | -0.8% | -7.2% |
| 6M | +8.9% | +24.3% | -15.4% | +3.2% |
| YTD | +8.8% | +3.5% | +5.3% | +0.3% |
| 1Y | +18.9% | +0.7% | +18.2% | +11.0% |
| All | +18.9% | +2.0% | +16.9% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling