+12.5%
SM vs GPC
+79.8%
-67.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +5.5% |
| 7D | -0.2% | +0.2% | -0.3% | -0.4% |
| 30D | +31.5% | -0.4% | +31.9% | +31.1% |
| 3M | +17.3% | +39.2% | -21.8% | -9.4% |
| 6M | +48.5% | +18.2% | +30.3% | +26.0% |
| YTD | +106.3% | +12.1% | +94.2% | +78.1% |
| 1Y | +47.3% | -0.7% | +48.0% | +39.2% |
| 3Y | -1.4% | -1.7% | +0.2% | -13.9% |
| 5Y | +114.0% | +29.3% | +84.8% | +40.8% |
| 10Y | +12.5% | +80.7% | -68.2% | -33.1% |
| All | +12.5% | +79.8% | -67.3% | -33.1% |
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