+2,233.8%
SAP vs GPC
+1,344.7%
+889.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | -2.9% | +1.2% | -4.1% | -3.5% |
| 30D | +9.0% | +6.0% | +3.0% | +5.8% |
| 3M | +14.9% | +42.6% | -27.7% | -4.3% |
| 6M | +11.9% | +22.8% | -10.9% | -0.2% |
| YTD | -9.9% | +15.5% | -25.4% | -18.2% |
| 1Y | -19.5% | +2.0% | -21.6% | -22.4% |
| 3Y | +61.8% | -1.4% | +63.2% | +50.1% |
| 5Y | +56.2% | +30.6% | +25.6% | +21.8% |
| 10Y | +180.6% | +80.6% | +100.0% | +66.2% |
| All | +2,233.8% | +1,344.7% | +889.1% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling