+356.1%
ALL vs GPC
+79.8%
+276.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.6% | -1.3% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | +18.4% | +39.2% | -20.8% | +4.1% |
| 6M | +20.5% | +18.2% | +2.3% | +12.2% |
| YTD | +23.5% | +12.1% | +11.5% | +15.9% |
| 1Y | +29.0% | -0.7% | +29.6% | +26.7% |
| 3Y | +153.7% | -1.7% | +155.4% | +141.4% |
| 5Y | +114.8% | +29.3% | +85.5% | +77.6% |
| 10Y | +356.1% | +80.7% | +275.5% | +214.9% |
| All | +356.1% | +79.8% | +276.3% | +214.9% |
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