+778.3%
AU vs GPC
+902.9%
-124.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +12.8% | -0.4% | +13.2% | +12.8% |
| 3M | +28.5% | +39.2% | -10.7% | +20.1% |
| 6M | +4.8% | +18.2% | -13.4% | +1.2% |
| YTD | +31.0% | +12.1% | +18.9% | +27.3% |
| 1Y | +81.4% | -0.7% | +82.1% | +80.2% |
| 3Y | +618.4% | -1.7% | +620.1% | +602.0% |
| 5Y | +686.3% | +29.3% | +657.0% | +621.4% |
| 10Y | +664.5% | +80.7% | +583.9% | +520.3% |
| All | +778.3% | +902.9% | -124.6% | +471.1% |
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