+101.0%
AR vs GPC
+4.8%
+96.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +6.4% | -1.3% | +7.7% | +6.7% |
| 30D | +3.1% | -6.0% | +9.1% | +4.4% |
| 3M | +3.3% | -7.6% | +10.9% | +4.9% |
| 6M | +6.6% | +24.2% | -17.7% | 0.0% |
| YTD | +12.3% | +2.7% | +9.6% | +10.4% |
| 1Y | +12.3% | +0.2% | +12.2% | +11.2% |
| 3Y | +50.4% | -0.8% | +51.2% | +41.4% |
| 5Y | +101.0% | +4.4% | +96.5% | +84.7% |
| All | +101.0% | +4.8% | +96.1% | +84.7% |
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