+24.7%
Z vs GPC
+116.4%
-91.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | -4.2% | +5.1% | -9.3% | -6.5% |
| 3M | -3.7% | +41.5% | -45.2% | -19.2% |
| 6M | -24.5% | +21.8% | -46.3% | -32.0% |
| YTD | -49.3% | +14.6% | -63.9% | -53.9% |
| 1Y | -58.7% | +1.3% | -59.9% | -59.9% |
| 3Y | -34.1% | -1.4% | -32.7% | -37.3% |
| 5Y | -64.5% | +30.6% | -95.1% | -71.0% |
| 10Y | -0.5% | +80.6% | -81.1% | -36.4% |
| All | +24.7% | +116.4% | -91.7% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling