-34.0%
Z vs GPC
-1.1%
-32.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -4.2% | +6.0% | -10.1% | -6.2% |
| 3M | -3.7% | +42.6% | -46.3% | -15.5% |
| 6M | -24.5% | +22.8% | -47.3% | -30.2% |
| YTD | -49.3% | +15.5% | -64.7% | -53.2% |
| 1Y | -58.7% | +2.0% | -60.7% | -59.8% |
| All | -34.0% | -1.1% | -32.9% | -38.5% |
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