+158.9%
SN vs GPC
+6.5%
+152.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.4% |
| 7D | +10.6% | +4.1% | +6.5% | +8.9% |
| 30D | +20.0% | +0.1% | +19.9% | +19.5% |
| 3M | +30.4% | -3.9% | +34.3% | +31.8% |
| 6M | +91.0% | +24.4% | +66.6% | +68.9% |
| YTD | +95.9% | +5.7% | +90.2% | +66.9% |
| 1Y | +158.9% | +6.8% | +152.1% | +118.8% |
| All | +158.9% | +6.5% | +152.4% | +118.8% |
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