-78.0%
SE vs GPC
+3.6%
-81.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | +2.0% | +1.6% | +0.4% | +1.4% |
| 30D | -20.0% | -2.1% | -17.9% | -19.2% |
| 3M | -31.8% | -6.8% | -25.0% | -29.7% |
| 6M | -15.9% | +18.6% | -34.5% | -22.3% |
| YTD | -40.6% | +2.7% | -43.3% | -43.0% |
| 1Y | -50.7% | +1.8% | -52.5% | -52.6% |
| 3Y | +70.3% | +1.1% | +69.2% | +49.6% |
| All | -78.0% | +3.6% | -81.5% | -84.8% |
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