+72.6%
XYZ vs GPC
+1.0%
+71.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | +12.1% | +1.6% | +10.6% | +11.6% |
| 30D | +12.4% | -2.1% | +14.5% | +13.2% |
| 3M | +8.2% | -6.8% | +15.0% | +10.9% |
| 6M | +20.7% | +18.6% | +2.1% | +12.8% |
| YTD | +31.3% | +2.7% | +28.7% | +26.5% |
| 1Y | +20.5% | +1.8% | +18.7% | +16.3% |
| 3Y | +72.6% | +1.1% | +71.6% | +57.0% |
| All | +72.6% | +1.0% | +71.6% | +57.0% |
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 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