+1,608.3%
SM vs GPC
+1,698.8%
-90.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.7% |
| 30D | +26.3% | +6.0% | +20.3% | +21.3% |
| 3M | +8.7% | +42.6% | -33.9% | -15.5% |
| 6M | +51.7% | +22.8% | +28.9% | +27.1% |
| YTD | +99.0% | +15.5% | +83.6% | +70.9% |
| 1Y | +34.6% | +2.0% | +32.5% | +25.1% |
| 3Y | -7.8% | -1.4% | -6.3% | -17.6% |
| 5Y | +104.8% | +30.6% | +74.2% | +49.4% |
| 10Y | +7.2% | +80.6% | -73.4% | -32.8% |
| All | +1,608.3% | +1,698.8% | -90.4% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling