+63.0%
SM vs GPC
+2.8%
+60.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.1% | -2.2% |
| 7D | -22.3% | +0.8% | -23.1% | -22.0% |
| 30D | -21.4% | -1.1% | -20.3% | -21.2% |
| 3M | +1.4% | -6.6% | +8.0% | +0.3% |
| 6M | +0.1% | +22.2% | -22.1% | +5.7% |
| YTD | +59.0% | +5.1% | +53.9% | +62.8% |
| All | +63.0% | +2.8% | +60.2% | +67.6% |
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 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