-23.0%
Z vs GPC
+23.7%
-46.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.7% | +8.6% |
| 7D | +10.2% | +4.1% | +6.0% | +8.2% |
| 30D | +23.7% | +0.1% | +23.6% | +23.2% |
| 3M | -6.6% | -3.9% | -2.7% | -5.0% |
| 6M | -23.0% | +24.4% | -47.4% | -29.1% |
| All | -23.0% | +23.7% | -46.7% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling