-54.1%
Z vs GPC
+6.4%
-60.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.6% | -9.1% | -9.9% |
| 7D | -2.3% | +1.7% | -3.9% | -2.9% |
| 30D | +9.4% | -2.3% | +11.7% | +10.6% |
| 3M | -16.1% | -4.5% | -11.6% | -14.1% |
| 6M | -30.4% | +21.6% | -52.0% | -37.1% |
| YTD | -55.6% | +4.0% | -59.6% | -57.8% |
| 1Y | -58.5% | +3.5% | -62.0% | -60.5% |
| 3Y | -19.6% | +2.1% | -21.8% | -26.9% |
| 5Y | -54.1% | +5.5% | -59.6% | -64.5% |
| All | -54.1% | +6.4% | -60.6% | -64.5% |
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 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