-58.0%
Z vs GPC
+2.8%
-60.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +3.0% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | +5.7% | -1.1% | +6.8% | +6.0% |
| 3M | -8.7% | -6.6% | -2.1% | -7.1% |
| 6M | -26.0% | +22.2% | -48.2% | -28.2% |
| YTD | -55.0% | +5.1% | -60.1% | -60.0% |
| All | -58.0% | +2.8% | -60.8% | -63.1% |
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