+476.0%
A vs GPC
+1,154.0%
-678.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | -1.9% | +1.2% | -3.1% | -2.6% |
| 30D | +6.9% | +6.0% | +0.9% | +3.3% |
| 3M | +9.2% | +42.6% | -33.4% | -12.6% |
| 6M | +25.7% | +22.8% | +2.9% | +9.5% |
| YTD | +11.5% | +15.5% | -3.9% | -0.8% |
| 1Y | +18.4% | +2.0% | +16.3% | +13.0% |
| 3Y | +26.6% | -1.4% | +28.0% | +17.3% |
| 5Y | -12.8% | +30.6% | -43.4% | -33.7% |
| 10Y | +247.2% | +80.6% | +166.6% | +89.6% |
| All | +476.0% | +1,154.0% | -678.0% | -3.8% |
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 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