-12.1%
SM vs GPC
+3.6%
-15.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -25.9% | +1.6% | -27.5% | -26.4% |
| 30D | -15.1% | -2.1% | -13.0% | -14.9% |
| 3M | +4.9% | -6.8% | +11.7% | +6.4% |
| 6M | +6.1% | +18.6% | -12.5% | -2.0% |
| YTD | +63.4% | +2.7% | +60.8% | +57.3% |
| 1Y | +72.5% | +1.8% | +70.7% | +66.5% |
| 3Y | -16.9% | +1.1% | -18.0% | -24.0% |
| All | -12.1% | +3.6% | -15.7% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling