+47.3%
SM vs GPC
-0.1%
+47.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +3.1% |
| 7D | -0.2% | +0.2% | -0.3% | -0.1% |
| 30D | +31.5% | -0.4% | +31.9% | +31.5% |
| 3M | +17.3% | +39.2% | -21.8% | +22.9% |
| 6M | +48.5% | +18.2% | +30.3% | +59.7% |
| YTD | +106.3% | +12.1% | +94.2% | +112.1% |
| 1Y | +47.3% | -0.7% | +48.0% | +57.4% |
| All | +47.3% | -0.1% | +47.4% | +57.4% |
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