+4.2%
SM vs GPC
+4.3%
-0.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +9.4% | +0.4% | +9.0% | +9.2% |
| 30D | -14.4% | -6.3% | -8.1% | -13.0% |
| 3M | +1.6% | -8.2% | +9.7% | +3.5% |
| 6M | +6.3% | +27.1% | -20.7% | -4.3% |
| YTD | +78.8% | +3.1% | +75.7% | +71.8% |
| 1Y | +83.1% | +0.1% | +83.1% | +78.3% |
| 3Y | -5.9% | +0.2% | -6.1% | -13.4% |
| All | +4.2% | +4.3% | -0.2% | -6.3% |
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