+308.7%
A vs GPC
+85.0%
+223.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +4.3% | -1.8% | +6.1% | +4.8% |
| 3M | +19.8% | -6.6% | +26.4% | +22.4% |
| 6M | +54.4% | +21.3% | +33.1% | +41.8% |
| YTD | +31.7% | +4.3% | +27.4% | +26.8% |
| 1Y | +22.4% | +3.3% | +19.2% | +18.3% |
| 3Y | +67.7% | +0.8% | +66.9% | +59.4% |
| 5Y | +15.7% | +7.4% | +8.3% | +6.4% |
| 10Y | +308.7% | +79.2% | +229.5% | +210.8% |
| All | +308.7% | +85.0% | +223.7% | +210.8% |
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