+6,268.1%
SO vs GPC
+2,071.6%
+4,196.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -1.5% | +1.6% | -3.0% | -1.9% |
| 30D | +8.1% | -2.1% | +10.2% | +8.6% |
| 3M | +0.2% | -6.8% | +7.0% | +1.9% |
| 6M | +0.4% | +18.6% | -18.2% | -4.7% |
| YTD | +8.5% | +2.7% | +5.8% | +6.2% |
| 1Y | +4.9% | +1.8% | +3.2% | +2.9% |
| 3Y | +47.9% | +1.1% | +46.8% | +41.9% |
| 5Y | +75.7% | +4.1% | +71.6% | +64.9% |
| 10Y | +178.0% | +88.2% | +89.8% | +110.8% |
| All | +6,268.1% | +2,071.6% | +4,196.5% | +2,338.2% |
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 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