+425.4%
SN vs GPC
-12.2%
+437.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +3.8% | +1.7% | +2.2% | +3.2% |
| 30D | +17.5% | -2.3% | +19.9% | +18.3% |
| 3M | +19.2% | -4.5% | +23.7% | +20.9% |
| 6M | +84.9% | +21.6% | +63.4% | +69.1% |
| YTD | +94.0% | +4.0% | +90.0% | +84.8% |
| 1Y | +151.3% | +3.5% | +147.8% | +139.8% |
| 3Y | +387.1% | +2.1% | +384.9% | +351.7% |
| All | +425.4% | -12.2% | +437.6% | +370.3% |
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