+3,738.8%
ALL vs GPC
+1,376.1%
+2,362.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +13.8% | -1.8% | +15.6% | +14.6% |
| 3M | -2.8% | -6.6% | +3.8% | +0.1% |
| 6M | +23.7% | +21.3% | +2.3% | +11.2% |
| YTD | +27.3% | +4.3% | +23.0% | +20.8% |
| 1Y | +30.5% | +3.3% | +27.3% | +24.4% |
| 3Y | +113.0% | +0.8% | +112.2% | +96.2% |
| 5Y | +157.6% | +7.4% | +150.2% | +124.6% |
| 10Y | +368.4% | +79.2% | +289.1% | +192.1% |
| All | +3,738.8% | +1,376.1% | +2,362.7% | +803.7% |
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 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