+237.8%
A vs GPC
+79.8%
+158.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.3% | -1.6% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | +0.6% | -0.4% | +1.0% | +0.7% |
| 3M | +10.9% | +39.2% | -28.3% | -2.9% |
| 6M | +28.2% | +18.2% | +9.9% | +19.2% |
| YTD | +8.6% | +12.1% | -3.5% | +2.1% |
| 1Y | +15.5% | -0.7% | +16.2% | +13.7% |
| 3Y | +31.8% | -1.7% | +33.5% | +26.5% |
| 5Y | -14.9% | +29.3% | -44.2% | -26.7% |
| 10Y | +237.8% | +80.7% | +157.1% | +152.4% |
| All | +237.8% | +79.8% | +158.0% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling