+71.6%
SM vs GPC
+6.5%
+65.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +1.7% | -17.0% | -14.9% |
| 7D | -21.5% | +4.1% | -25.6% | -20.6% |
| 30D | -11.4% | +0.1% | -11.5% | -11.0% |
| 3M | +0.6% | -3.9% | +4.5% | +0.1% |
| 6M | +0.2% | +24.4% | -24.1% | +6.2% |
| YTD | +69.7% | +5.7% | +64.0% | +75.7% |
| 1Y | +71.6% | +6.8% | +64.8% | +79.3% |
| All | +71.6% | +6.5% | +65.1% | +79.3% |
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