-78.0%
SE vs GPC
+4.3%
-82.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 3M | -38.9% | -8.2% | -30.7% | -36.7% |
| 6M | -19.4% | +27.1% | -46.5% | -27.7% |
| YTD | -40.9% | +3.1% | -44.1% | -43.3% |
| 1Y | -46.2% | +0.1% | -46.3% | -47.8% |
| 3Y | +63.7% | +0.2% | +63.5% | +45.2% |
| All | -78.0% | +4.3% | -82.4% | -84.9% |
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