+1.7%
SM vs GPC
+93.7%
-92.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.1% | -4.2% |
| 7D | -22.3% | +0.8% | -23.1% | -22.9% |
| 30D | -21.4% | -1.1% | -20.3% | -21.5% |
| 3M | +1.4% | -6.6% | +8.0% | +4.4% |
| 6M | +0.1% | +22.2% | -22.1% | -17.1% |
| YTD | +59.0% | +5.1% | +53.9% | +41.6% |
| 1Y | +64.3% | +2.8% | +61.5% | +48.5% |
| 3Y | -13.1% | +2.4% | -15.5% | -27.2% |
| 5Y | -13.9% | +7.8% | -21.6% | -34.9% |
| 10Y | +1.7% | +87.2% | -85.6% | -37.5% |
| All | +1.7% | +93.7% | -92.0% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling