-35.7%
AUR vs GPC
+16.5%
-52.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.8% |
| 7D | +1.4% | -3.2% | +4.6% | +3.1% |
| 30D | -6.4% | +0.5% | -6.9% | -6.7% |
| 3M | +7.7% | +31.7% | -24.0% | -9.1% |
| 6M | +44.5% | +24.7% | +19.8% | +25.6% |
| YTD | +67.4% | +11.8% | +55.7% | +51.6% |
| 1Y | +15.4% | -3.0% | +18.4% | +14.2% |
| 3Y | +94.8% | -1.1% | +96.0% | +78.1% |
| 5Y | -35.1% | +30.5% | -65.6% | -46.8% |
| All | -35.7% | +16.5% | -52.2% | -47.4% |
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