+668.3%
AU vs GPC
+87.0%
+581.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.2% |
| 7D | -7.0% | -1.8% | -5.2% | -6.7% |
| 30D | +7.3% | +0.1% | +7.2% | +7.2% |
| 3M | +33.2% | +37.4% | -4.1% | +26.1% |
| 6M | -0.6% | +25.4% | -26.1% | -4.6% |
| YTD | +26.2% | +12.2% | +14.0% | +22.8% |
| 1Y | +68.3% | -0.3% | +68.6% | +66.4% |
| 3Y | +592.1% | -1.6% | +593.7% | +576.7% |
| 5Y | +685.3% | +31.0% | +654.3% | +631.9% |
| All | +668.3% | +87.0% | +581.2% | +542.2% |
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