+641.7%
BE vs GPC
+62.7%
+579.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.0% |
| 7D | -13.4% | +0.4% | -13.7% | -13.4% |
| 30D | -33.9% | -1.8% | -32.1% | -33.4% |
| 3M | -12.0% | -6.6% | -5.4% | -9.0% |
| 6M | -29.0% | +21.3% | -50.3% | -39.4% |
| YTD | +113.4% | +4.3% | +109.1% | +93.0% |
| 1Y | +33.2% | +3.3% | +29.9% | +20.9% |
| 3Y | +1,659.2% | +0.8% | +1,658.4% | +1,393.7% |
| 5Y | +461.4% | +7.4% | +454.0% | +353.2% |
| All | +641.7% | +62.7% | +579.0% | +267.0% |
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