-46.8%
SITM vs GPC
+25.0%
-71.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.3% |
| 7D | +6.6% | +0.4% | +6.2% | +6.8% |
| 30D | -15.3% | -6.3% | -9.0% | -17.5% |
| 3M | -35.4% | -8.2% | -27.2% | -37.5% |
| 6M | -46.8% | +27.1% | -73.9% | -51.0% |
| All | -46.8% | +25.0% | -71.8% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling