+43.2%
TER vs GPC
+6.5%
+36.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -6.8% |
| 7D | -19.9% | +4.1% | -24.0% | -19.8% |
| 30D | -43.5% | +0.1% | -43.7% | -43.5% |
| 3M | -37.8% | -3.9% | -33.9% | -37.7% |
| 6M | -25.6% | +24.4% | -50.0% | -33.3% |
| YTD | +29.8% | +5.7% | +24.1% | +20.3% |
| 1Y | +43.2% | +6.8% | +36.4% | +36.3% |
| All | +43.2% | +6.5% | +36.7% | +36.3% |
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