+5,976.4%
SO vs GPC
+2,341.8%
+3,634.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -4.6% | +6.0% | -10.5% | -6.1% |
| 3M | -3.0% | +42.6% | -45.7% | -12.2% |
| 6M | -8.3% | +22.8% | -31.0% | -13.8% |
| YTD | +3.5% | +15.5% | -11.9% | -1.6% |
| 1Y | -0.9% | +2.0% | -3.0% | -2.8% |
| 3Y | +45.4% | -1.4% | +46.8% | +40.5% |
| 5Y | +59.6% | +30.6% | +29.0% | +40.7% |
| 10Y | +156.6% | +80.6% | +76.0% | +96.5% |
| All | +5,976.4% | +2,341.8% | +3,634.6% | +2,158.0% |
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