-53.2%
S vs GPC
+26.9%
-80.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -7.7% | +1.2% | -8.9% | -8.2% |
| 30D | -5.3% | +6.0% | -11.3% | -7.8% |
| 3M | +20.3% | +42.6% | -22.4% | +1.8% |
| 6M | +47.4% | +22.8% | +24.6% | +32.9% |
| YTD | +32.5% | +15.5% | +17.1% | +21.7% |
| 1Y | +9.5% | +2.0% | +7.5% | +7.0% |
| 3Y | +15.5% | -1.4% | +16.9% | +10.2% |
| 5Y | -71.2% | +30.6% | -101.8% | -78.9% |
| All | -53.2% | +26.9% | -80.1% | -65.9% |
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