+236.6%
SAP vs GPC
+74.9%
+161.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +6.5% | -6.3% | +12.8% | +8.6% |
| 3M | +12.2% | -8.2% | +20.4% | +15.1% |
| 6M | +46.1% | +27.1% | +19.0% | +34.6% |
| YTD | -1.6% | +3.1% | -4.7% | -3.9% |
| 1Y | -5.1% | +0.1% | -5.2% | -6.5% |
| 3Y | +68.4% | +0.2% | +68.1% | +60.4% |
| 5Y | +79.4% | +4.9% | +74.6% | +65.6% |
| All | +236.6% | +74.9% | +161.7% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling