-85.6%
SMR vs GPC
+6.5%
-92.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | -9.5% | +4.1% | -13.7% | -10.1% |
| 30D | -33.2% | +0.1% | -33.3% | -33.3% |
| 3M | -45.9% | -3.9% | -42.0% | -45.7% |
| 6M | -57.9% | +24.4% | -82.3% | -61.7% |
| YTD | -63.8% | +5.7% | -69.5% | -68.0% |
| 1Y | -85.6% | +6.8% | -92.4% | -86.5% |
| All | -85.6% | +6.5% | -92.1% | -86.5% |
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