+224.0%
SAP vs GPC
+85.0%
+139.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +8.8% | -1.8% | +10.6% | +9.3% |
| 3M | +12.1% | -6.6% | +18.7% | +14.3% |
| 6M | +34.6% | +21.3% | +13.2% | +25.9% |
| YTD | -2.1% | +4.3% | -6.4% | -4.7% |
| 1Y | -5.5% | +3.3% | -8.8% | -7.8% |
| 3Y | +67.4% | +0.8% | +66.7% | +59.3% |
| 5Y | +74.6% | +7.4% | +67.2% | +59.9% |
| 10Y | +224.0% | +79.2% | +144.8% | +139.7% |
| All | +224.0% | +85.0% | +139.0% | +139.7% |
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