+122.2%
ALL vs GPC
+30.9%
+91.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -1.5% | +6.0% | -7.5% | -3.0% |
| 3M | +23.6% | +42.6% | -19.0% | +12.3% |
| 6M | +22.3% | +22.8% | -0.4% | +15.5% |
| YTD | +26.5% | +15.5% | +11.1% | +19.9% |
| 1Y | +27.0% | +2.0% | +25.0% | +24.9% |
| 3Y | +149.6% | -1.4% | +151.0% | +142.1% |
| All | +122.2% | +30.9% | +91.3% | +86.7% |
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 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