+214.8%
SAP vs GPC
+85.6%
+129.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -0.7% | +1.6% | -2.2% | -1.2% |
| 30D | +11.1% | -2.1% | +13.2% | +11.7% |
| 3M | +17.0% | -6.8% | +23.8% | +19.4% |
| 6M | +34.8% | +18.6% | +16.2% | +27.1% |
| YTD | -2.2% | +2.7% | -4.9% | -4.4% |
| 1Y | -6.4% | +1.8% | -8.2% | -8.3% |
| 3Y | +75.1% | +1.1% | +74.1% | +66.4% |
| 5Y | +69.8% | +4.1% | +65.8% | +57.3% |
| All | +214.8% | +85.6% | +129.2% | +142.0% |
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