-81.6%
SMR vs GPC
+2.1%
-83.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -2.8% | +0.4% | -3.1% | -2.8% |
| 30D | -27.5% | -1.8% | -25.7% | -27.3% |
| 3M | -43.1% | -6.6% | -36.6% | -42.6% |
| 6M | -58.4% | +21.3% | -79.7% | -61.9% |
| YTD | -63.2% | +4.3% | -67.4% | -67.0% |
| 1Y | -81.6% | +3.3% | -84.9% | -82.4% |
| All | -81.6% | +2.1% | -83.7% | -82.4% |
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 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