+136,554.2%
AAPL vs GPC
+2,088.4%
+134,465.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +1.8% | -2.1% | +3.8% | +2.7% |
| 30D | +4.3% | -4.5% | +8.8% | +6.3% |
| 3M | +16.6% | -7.7% | +24.3% | +20.4% |
| 6M | +21.6% | +24.3% | -2.7% | +9.0% |
| YTD | +31.2% | +3.5% | +27.7% | +25.5% |
| 1Y | +29.6% | +0.7% | +28.8% | +25.3% |
| 3Y | +93.1% | 0.0% | +93.1% | +80.3% |
| 5Y | +146.2% | +5.8% | +140.4% | +120.5% |
| 10Y | +1,326.9% | +75.8% | +1,251.1% | +835.4% |
| All | +136,554.2% | +2,088.4% | +134,465.8% | +29,121.3% |
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