+145.3%
SITM vs GPC
+0.5%
+144.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | +4.8% | -1.8% | +6.6% | +4.8% |
| 30D | -9.7% | +0.1% | -9.8% | -9.7% |
| 3M | -9.3% | +37.4% | -46.7% | -16.0% |
| 6M | +69.5% | +25.4% | +44.1% | +60.6% |
| YTD | +70.5% | +12.2% | +58.3% | +59.0% |
| 1Y | +145.3% | -0.3% | +145.6% | +134.6% |
| All | +145.3% | +0.5% | +144.7% | +134.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling