+78.4%
SITM vs GPC
+7.2%
+71.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -27.4% | -1.8% | -25.6% | -27.3% |
| 3M | -35.6% | -6.6% | -29.0% | -34.1% |
| 6M | -46.6% | +21.3% | -68.0% | -53.9% |
| YTD | +25.8% | +4.3% | +21.6% | +16.1% |
| 1Y | +38.2% | +3.3% | +35.0% | +28.2% |
| 3Y | +311.5% | +0.8% | +310.8% | +250.1% |
| All | +78.4% | +7.2% | +71.2% | +17.8% |
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 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