+115.2%
AA vs GPC
+83.6%
+31.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.9% |
| 7D | -0.7% | +1.2% | -1.9% | -1.6% |
| 30D | +5.0% | +6.0% | -1.0% | +0.7% |
| 3M | -35.8% | +42.6% | -78.5% | -51.4% |
| 6M | -18.4% | +22.8% | -41.2% | -31.7% |
| YTD | -5.5% | +15.5% | -20.9% | -19.1% |
| 1Y | +61.0% | +2.0% | +58.9% | +50.7% |
| 3Y | +66.2% | -1.4% | +67.6% | +51.5% |
| 5Y | +11.4% | +30.6% | -19.2% | -22.5% |
| All | +115.2% | +83.6% | +31.6% | +13.7% |
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