+14.3%
A vs GPC
+4.3%
+9.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | 0.0% | -6.3% | +6.3% | +2.2% |
| 3M | +16.7% | -8.2% | +24.9% | +20.0% |
| 6M | +54.8% | +27.1% | +27.7% | +38.9% |
| YTD | +28.8% | +3.1% | +25.7% | +24.0% |
| 1Y | +19.3% | +0.1% | +19.3% | +16.3% |
| 3Y | +65.5% | +0.2% | +65.3% | +54.7% |
| All | +14.3% | +4.3% | +9.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling