-63.7%
XYZ vs GPC
+4.3%
-68.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +11.5% | -6.3% | +17.8% | +15.9% |
| 3M | +1.8% | -8.2% | +10.0% | +7.0% |
| 6M | +21.2% | +27.1% | -5.9% | +2.7% |
| YTD | +29.9% | +3.1% | +26.8% | +21.9% |
| 1Y | +35.8% | +0.1% | +35.7% | +29.9% |
| 3Y | +62.6% | +0.2% | +62.4% | +41.0% |
| All | -63.7% | +4.3% | -68.0% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling