+688.8%
B vs GPC
+2,088.4%
-1,399.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | -4.3% | -4.5% | +0.2% | -3.9% |
| 3M | -2.3% | -7.7% | +5.4% | -1.4% |
| 6M | -16.2% | +24.3% | -40.5% | -18.3% |
| YTD | -8.8% | +3.5% | -12.3% | -9.5% |
| 1Y | +11.4% | +0.7% | +10.6% | +10.8% |
| 3Y | +174.3% | 0.0% | +174.3% | +170.8% |
| 5Y | +116.2% | +5.8% | +110.3% | +111.5% |
| 10Y | +222.7% | +75.8% | +147.0% | +192.9% |
| All | +688.8% | +2,088.4% | -1,399.6% | +616.3% |
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