+4,532.8%
SITM vs GPC
+57.9%
+4,474.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | +4.8% | -1.8% | +6.6% | +5.7% |
| 30D | -9.7% | +0.1% | -9.8% | -9.9% |
| 3M | -9.3% | +37.4% | -46.7% | -25.2% |
| 6M | +69.5% | +25.4% | +44.1% | +46.9% |
| YTD | +70.5% | +12.2% | +58.3% | +54.2% |
| 1Y | +145.3% | -0.3% | +145.6% | +136.3% |
| 3Y | +432.8% | -1.6% | +434.4% | +389.9% |
| 5Y | +174.0% | +31.0% | +143.1% | +117.8% |
| All | +4,532.8% | +57.9% | +4,474.9% | +3,782.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling