-56.3%
Z vs GPC
+3.6%
-59.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | -4.6% | +1.6% | -6.1% | -5.1% |
| 30D | +8.3% | -2.1% | +10.4% | +9.5% |
| 3M | -11.6% | -6.8% | -4.8% | -8.4% |
| 6M | -33.6% | +18.6% | -52.2% | -39.2% |
| YTD | -56.7% | +2.7% | -59.4% | -58.6% |
| 1Y | -59.1% | +1.8% | -60.9% | -60.8% |
| 3Y | -20.4% | +1.1% | -21.4% | -27.2% |
| All | -56.3% | +3.6% | -59.9% | -66.0% |
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 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