-5.9%
SAP vs GPC
+6.5%
-12.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | +1.3% | +4.1% | -2.8% | +0.4% |
| 30D | +15.5% | +0.1% | +15.4% | +15.4% |
| 3M | +22.8% | -3.9% | +26.7% | +23.6% |
| 6M | +42.5% | +24.4% | +18.1% | +38.9% |
| YTD | +0.5% | +5.7% | -5.1% | -0.9% |
| 1Y | -5.9% | +6.8% | -12.7% | -7.9% |
| All | -5.9% | +6.5% | -12.4% | -7.9% |
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 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