+22.2%
Z vs GPC
+98.1%
-75.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.7% | +8.6% |
| 7D | +10.2% | +4.1% | +6.0% | +8.1% |
| 30D | +23.7% | +0.1% | +23.6% | +23.6% |
| 3M | -6.6% | -3.9% | -2.7% | -4.7% |
| 6M | -23.0% | +24.4% | -47.4% | -31.3% |
| YTD | -50.3% | +5.7% | -56.0% | -53.0% |
| 1Y | -53.6% | +6.8% | -60.3% | -56.3% |
| 3Y | -10.1% | +3.8% | -13.8% | -16.8% |
| 5Y | -49.8% | +9.2% | -59.0% | -55.0% |
| 10Y | -1.6% | +93.8% | -95.4% | -41.2% |
| All | +22.2% | +98.1% | -75.9% | -30.4% |
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