+5,805.1%
SPG vs GPC
+1,383.0%
+4,422.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.6% |
| 7D | +4.9% | +1.6% | +3.3% | +3.9% |
| 30D | +15.6% | -2.1% | +17.7% | +16.7% |
| 3M | +4.1% | -6.8% | +10.9% | +7.9% |
| 6M | +13.6% | +18.6% | -5.0% | +0.3% |
| YTD | +27.5% | +2.7% | +24.9% | +20.0% |
| 1Y | +32.2% | +1.8% | +30.5% | +24.9% |
| 3Y | +126.0% | +1.1% | +124.9% | +102.5% |
| 5Y | +74.7% | +4.1% | +70.7% | +51.0% |
| 10Y | +112.8% | +88.2% | +24.6% | +25.2% |
| All | +5,805.1% | +1,383.0% | +4,422.0% | +1,430.6% |
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