+707.7%
BE vs GPC
+60.3%
+647.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +20.5% | -1.3% | +21.8% | +21.5% |
| 30D | -23.4% | -6.0% | -17.3% | -20.8% |
| 3M | -14.9% | -7.6% | -7.2% | -11.5% |
| 6M | -28.1% | +24.2% | -52.3% | -39.4% |
| YTD | +132.4% | +2.7% | +129.7% | +111.9% |
| 1Y | +59.4% | +0.2% | +59.2% | +47.6% |
| 3Y | +1,815.8% | -0.8% | +1,816.6% | +1,539.5% |
| 5Y | +491.3% | +4.4% | +486.9% | +386.0% |
| All | +707.7% | +60.3% | +647.4% | +302.8% |
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