-39.0%
U vs GPC
+62.4%
-101.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -3.8% | +1.2% | -5.0% | -4.3% |
| 30D | +17.5% | +6.0% | +11.5% | +14.9% |
| 3M | +38.7% | +42.6% | -3.9% | +19.1% |
| 6M | +104.4% | +22.8% | +81.7% | +86.0% |
| YTD | -5.7% | +15.5% | -21.1% | -13.7% |
| 1Y | +3.7% | +2.0% | +1.6% | +0.5% |
| 3Y | +12.3% | -1.4% | +13.8% | +6.8% |
| 5Y | -68.8% | +30.6% | -99.4% | -71.1% |
| All | -39.0% | +62.4% | -101.5% | -38.0% |
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 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