+319.5%
SN vs GPC
-2.6%
+322.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.5% |
| 7D | -9.3% | +1.2% | -10.5% | -9.8% |
| 30D | -4.8% | +6.0% | -10.8% | -7.0% |
| 3M | +40.4% | +42.6% | -2.2% | +21.2% |
| 6M | +50.9% | +22.8% | +28.2% | +37.5% |
| YTD | +54.9% | +15.5% | +39.5% | +42.2% |
| 1Y | +43.0% | +2.0% | +41.0% | +37.3% |
| 3Y | +391.8% | -1.4% | +393.3% | +327.0% |
| All | +319.5% | -2.6% | +322.1% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling