-69.4%
SMR vs GPC
+0.6%
-70.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | +13.1% | -0.6% | +13.7% | +13.0% |
| 30D | +17.8% | +1.3% | +16.5% | +17.1% |
| 3M | +8.1% | +37.1% | -29.0% | -3.7% |
| 6M | -11.1% | +23.2% | -34.3% | -19.4% |
| YTD | -23.7% | +13.1% | -36.8% | -32.1% |
| 1Y | -69.4% | +0.9% | -70.3% | -71.8% |
| All | -69.4% | +0.6% | -70.0% | -71.8% |
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