+75.7%
SAP vs GPC
+6.4%
+69.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | +7.5% | -4.5% | +12.0% | +8.7% |
| 3M | +11.6% | -7.7% | +19.3% | +13.9% |
| 6M | +37.6% | +24.3% | +13.3% | +29.8% |
| YTD | -2.0% | +3.5% | -5.4% | -3.8% |
| 1Y | -6.4% | +0.7% | -7.1% | -7.5% |
| 3Y | +67.7% | 0.0% | +67.7% | +59.6% |
| 5Y | +75.7% | +5.8% | +69.9% | +50.1% |
| All | +75.7% | +6.4% | +69.3% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling