+602.8%
AU vs GPC
+822.7%
-219.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -7.2% | +0.4% | -7.6% | -7.2% |
| 30D | -2.9% | -6.3% | +3.4% | -1.6% |
| 3M | -8.7% | -8.2% | -0.5% | -7.2% |
| 6M | -14.1% | +27.1% | -41.2% | -18.3% |
| YTD | +4.8% | +3.1% | +1.7% | +3.5% |
| 1Y | +11.9% | +0.1% | +11.8% | +11.2% |
| 3Y | +513.8% | +0.2% | +513.6% | +498.7% |
| 5Y | +379.3% | +4.9% | +374.4% | +358.8% |
| 10Y | +837.1% | +75.2% | +761.9% | +664.5% |
| All | +602.8% | +822.7% | -219.9% | +364.5% |
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