-68.1%
SE vs GPC
+30.9%
-99.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -6.1% | +1.2% | -7.3% | -6.5% |
| 30D | -2.5% | +6.0% | -8.4% | -4.7% |
| 3M | +21.7% | +42.6% | -20.9% | +4.4% |
| 6M | +27.0% | +22.8% | +4.2% | +15.8% |
| YTD | -12.1% | +15.5% | -27.6% | -19.5% |
| 1Y | -40.9% | +2.0% | -43.0% | -42.8% |
| 3Y | +191.0% | -1.4% | +192.4% | +174.3% |
| All | -68.1% | +30.9% | -99.0% | -78.9% |
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