+169.2%
SITM vs GPC
+29.0%
+140.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.8% |
| 7D | +8.4% | +0.2% | +8.2% | +8.3% |
| 30D | -17.4% | -0.4% | -17.0% | -17.4% |
| 3M | -9.8% | +39.2% | -49.0% | -26.7% |
| 6M | +83.0% | +18.2% | +64.7% | +62.9% |
| YTD | +69.6% | +12.1% | +57.5% | +52.7% |
| 1Y | +144.9% | -0.7% | +145.6% | +137.0% |
| 3Y | +429.9% | -1.7% | +431.5% | +377.7% |
| 5Y | +169.2% | +29.3% | +139.9% | +79.4% |
| All | +169.2% | +29.0% | +140.1% | +79.4% |
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