+37.6%
S vs GPC
+2.0%
+35.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +1.2% | -2.1% | +3.3% | +1.3% |
| 30D | -7.3% | -4.5% | -2.8% | -7.1% |
| 3M | +5.9% | -7.7% | +13.6% | +6.3% |
| 6M | +45.6% | +24.3% | +21.3% | +41.3% |
| YTD | +58.5% | +3.5% | +55.1% | +65.5% |
| 1Y | +37.6% | +0.7% | +36.9% | +42.6% |
| All | +37.6% | +2.0% | +35.6% | +42.6% |
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 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