+222.9%
SAP vs GPC
+93.7%
+129.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.0% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +10.5% | -1.1% | +11.6% | +10.8% |
| 3M | +15.2% | -6.6% | +21.8% | +17.4% |
| 6M | +36.7% | +22.2% | +14.4% | +27.6% |
| YTD | -0.6% | +5.1% | -5.6% | -3.5% |
| 1Y | -4.1% | +2.8% | -6.9% | -6.3% |
| 3Y | +73.2% | +2.4% | +70.9% | +64.0% |
| 5Y | +74.1% | +7.8% | +66.3% | +59.4% |
| 10Y | +222.9% | +87.2% | +135.7% | +141.2% |
| All | +222.9% | +93.7% | +129.2% | +141.2% |
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