+4,608.4%
SITM vs GPC
+62.5%
+4,545.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.0% |
| 7D | +9.7% | +1.2% | +8.5% | +9.1% |
| 30D | +12.7% | +6.0% | +6.7% | +9.7% |
| 3M | -13.4% | +42.6% | -56.0% | -29.9% |
| 6M | +59.6% | +22.8% | +36.9% | +39.8% |
| YTD | +73.3% | +15.5% | +57.9% | +54.7% |
| 1Y | +165.5% | +2.0% | +163.5% | +153.2% |
| 3Y | +368.7% | -1.4% | +370.1% | +332.7% |
| 5Y | +172.5% | +30.6% | +141.9% | +117.0% |
| All | +4,608.4% | +62.5% | +4,545.8% | +3,794.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling