+33.8%
SM vs GPC
+0.2%
+33.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.4% |
| 30D | +25.6% | +5.1% | +20.4% | +26.5% |
| 3M | +8.0% | +41.5% | -33.5% | +13.4% |
| 6M | +50.8% | +21.8% | +29.0% | +62.3% |
| YTD | +97.9% | +14.6% | +83.3% | +103.8% |
| 1Y | +33.8% | +1.3% | +32.5% | +43.8% |
| All | +33.8% | +0.2% | +33.6% | +43.8% |
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 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