+11.1%
SMR vs GPC
+26.1%
-14.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.9% | +18.2% | +16.4% |
| 7D | +21.4% | +0.2% | +21.2% | +21.0% |
| 30D | +13.8% | -0.4% | +14.2% | +13.8% |
| 3M | +3.9% | +39.2% | -35.3% | -12.3% |
| 6M | -4.2% | +18.2% | -22.4% | -12.8% |
| YTD | -21.1% | +12.1% | -33.2% | -27.4% |
| 1Y | -67.1% | -0.7% | -66.4% | -67.9% |
| 3Y | +88.9% | -1.7% | +90.5% | +76.4% |
| All | +11.1% | +26.1% | -14.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling