+9.2%
Z vs GPC
+95.1%
-85.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | -16.1% | -4.5% | -11.6% | -14.1% |
| 6M | -30.4% | +21.6% | -52.0% | -37.2% |
| YTD | -55.6% | +4.0% | -59.6% | -57.6% |
| 1Y | -58.5% | +3.5% | -62.0% | -60.3% |
| 3Y | -19.6% | +2.1% | -21.8% | -25.0% |
| 5Y | -54.1% | +5.5% | -59.6% | -58.2% |
| 10Y | -12.1% | +90.7% | -102.8% | -47.0% |
| All | +9.2% | +95.1% | -85.9% | -37.2% |
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