+65.4%
SM vs GPC
+2.1%
+63.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.3% |
| 7D | -19.5% | +0.4% | -19.9% | -19.3% |
| 30D | -20.2% | -1.8% | -18.4% | -20.2% |
| 3M | -6.5% | -6.6% | +0.1% | -7.5% |
| 6M | +1.6% | +21.3% | -19.8% | +7.0% |
| YTD | +61.2% | +4.3% | +57.0% | +64.8% |
| 1Y | +65.4% | +3.3% | +62.1% | +69.7% |
| All | +65.4% | +2.1% | +63.3% | +69.7% |
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