-53.7%
SMR vs GPC
+16.0%
-69.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -20.1% | -6.3% | -13.8% | -18.0% |
| 3M | -52.7% | -8.2% | -44.5% | -51.2% |
| 6M | -61.0% | +27.1% | -88.1% | -65.9% |
| YTD | -67.1% | +3.1% | -70.2% | -68.8% |
| 1Y | -79.9% | +0.1% | -79.9% | -80.6% |
| 3Y | +101.7% | +0.2% | +101.5% | +84.7% |
| All | -53.7% | +16.0% | -69.7% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling