-46.2%
SE vs GPC
-0.7%
-45.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -20.9% | -6.3% | -14.6% | -19.8% |
| 3M | -38.9% | -8.2% | -30.7% | -37.8% |
| 6M | -19.4% | +27.1% | -46.5% | -21.9% |
| YTD | -40.9% | +3.1% | -44.1% | -42.3% |
| 1Y | -46.2% | +0.1% | -46.3% | -48.0% |
| All | -46.2% | -0.7% | -45.5% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling