+3.0%
SM vs GPC
+85.0%
-82.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.9% |
| 7D | -19.5% | +0.4% | -19.9% | -19.9% |
| 30D | -20.2% | -1.8% | -18.4% | -20.0% |
| 3M | -6.5% | -6.6% | +0.1% | -3.7% |
| 6M | +1.6% | +21.3% | -19.8% | -15.6% |
| YTD | +61.2% | +4.3% | +57.0% | +44.3% |
| 1Y | +65.4% | +3.3% | +62.1% | +48.7% |
| 3Y | -13.0% | +0.8% | -13.8% | -26.3% |
| 5Y | -4.3% | +7.4% | -11.7% | -27.7% |
| 10Y | +3.0% | +79.2% | -76.2% | -36.6% |
| All | +3.0% | +85.0% | -82.0% | -36.6% |
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