+27.6%
SOLS vs GPC
+4.1%
+23.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +0.3% | -1.8% | +2.1% | +0.7% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | -20.7% | +37.4% | -58.0% | -28.4% |
| 6M | -17.7% | +25.4% | -43.1% | -24.1% |
| YTD | +27.1% | +12.2% | +14.9% | +9.5% |
| All | +27.6% | +4.1% | +23.5% | +17.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling