-4.7%
RMD vs GPC
+2.8%
-7.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +2.5% | -1.1% | +3.6% | +2.6% |
| 3M | +11.5% | -6.6% | +18.2% | +13.3% |
| 6M | +14.7% | +22.2% | -7.6% | +9.9% |
| YTD | -1.3% | +5.1% | -6.4% | -11.5% |
| All | -4.7% | +2.8% | -7.6% | -14.8% |
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