+45.2%
AR vs GPC
+89.3%
-44.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -14.3% | +1.6% | -15.8% | -15.0% |
| 30D | +1.4% | -2.1% | +3.5% | +2.0% |
| 3M | +3.4% | -6.8% | +10.2% | +6.4% |
| 6M | -2.1% | +18.6% | -20.7% | -12.7% |
| YTD | +4.7% | +2.7% | +2.0% | -1.1% |
| 1Y | +10.6% | +1.8% | +8.8% | +4.7% |
| 3Y | +24.6% | +1.1% | +23.5% | +9.5% |
| 5Y | +71.9% | +4.1% | +67.8% | +43.3% |
| All | +45.2% | +89.3% | -44.1% | -14.7% |
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