+1,436.3%
SM vs GPC
+1,500.2%
-64.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.6% |
| 7D | +10.6% | -1.3% | +11.9% | +11.3% |
| 30D | -15.0% | -6.0% | -9.0% | -12.5% |
| 3M | +1.7% | -7.6% | +9.3% | +5.2% |
| 6M | +5.9% | +24.2% | -18.4% | -11.8% |
| YTD | +79.0% | +2.7% | +76.3% | +63.3% |
| 1Y | +84.7% | +0.2% | +84.5% | +71.0% |
| 3Y | -3.5% | -0.8% | -2.7% | -14.6% |
| 5Y | +4.9% | +4.4% | +0.5% | -12.6% |
| 10Y | +17.7% | +74.5% | -56.8% | -25.1% |
| All | +1,436.3% | +1,500.2% | -64.0% | +326.6% |
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 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