+365.7%
SE vs GPC
+78.8%
+287.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.8% |
| 6M | -15.9% | +18.6% | -34.5% | -22.1% |
| YTD | -40.6% | +2.7% | -43.3% | -42.6% |
| 1Y | -50.7% | +1.8% | -52.5% | -52.3% |
| 3Y | +70.3% | +1.1% | +69.2% | +57.5% |
| 5Y | -78.8% | +4.1% | -82.9% | -80.6% |
| All | +365.7% | +78.8% | +287.0% | +254.2% |
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