+32.8%
SPG vs GPC
-0.7%
+33.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +17.2% | -6.3% | +23.5% | +18.2% |
| 3M | +6.3% | -8.2% | +14.5% | +7.4% |
| 6M | +18.7% | +27.1% | -8.4% | +15.1% |
| YTD | +30.1% | +3.1% | +27.0% | +20.9% |
| 1Y | +32.8% | +0.1% | +32.7% | +24.5% |
| All | +32.8% | -0.7% | +33.5% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling