+25.2%
SYY vs GPC
+1.3%
+23.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | +4.7% | +0.4% | +4.4% | +4.7% |
| 30D | -0.7% | -1.8% | +1.2% | -0.2% |
| 3M | -6.8% | -6.6% | -0.2% | -5.2% |
| 6M | +8.6% | +21.3% | -12.7% | +2.3% |
| YTD | +8.4% | +4.3% | +4.1% | +5.3% |
| 1Y | +7.1% | +3.3% | +3.9% | +4.3% |
| 3Y | +25.2% | +0.8% | +24.4% | +21.8% |
| All | +25.2% | +1.3% | +23.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling