+54.5%
SO vs GPC
+0.5%
+54.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.8% | -2.1% | +2.9% | +1.1% |
| 30D | +7.8% | -4.5% | +12.3% | +8.5% |
| 3M | +2.9% | -7.7% | +10.6% | +4.0% |
| 6M | +2.5% | +24.3% | -21.8% | -0.7% |
| YTD | +10.3% | +3.5% | +6.8% | +9.0% |
| 1Y | +6.4% | +0.7% | +5.6% | +5.5% |
| All | +54.5% | +0.5% | +54.0% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling