+157.6%
B vs GPC
+30.9%
+126.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | +9.4% | +6.0% | +3.5% | +8.5% |
| 3M | +5.0% | +42.6% | -37.6% | -0.7% |
| 6M | -3.5% | +22.8% | -26.3% | -7.1% |
| YTD | +4.5% | +15.5% | -11.0% | +1.3% |
| 1Y | +67.8% | +2.0% | +65.7% | +65.0% |
| 3Y | +196.7% | -1.4% | +198.1% | +189.7% |
| All | +157.6% | +30.9% | +126.7% | +156.6% |
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