-9.3%
UL vs GPC
+0.2%
-9.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | +0.5% | +5.1% | -4.7% | -0.8% |
| 3M | +17.6% | +41.5% | -23.9% | +8.2% |
| 6M | -5.4% | +21.8% | -27.2% | -10.5% |
| YTD | +0.7% | +14.6% | -13.9% | -5.8% |
| 1Y | -9.3% | +1.3% | -10.5% | -12.4% |
| All | -9.3% | +0.2% | -9.5% | -12.4% |
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