+1,008.9%
BE vs GPC
+74.9%
+934.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.9% | +12.5% | +11.2% |
| 7D | +29.8% | +0.2% | +29.6% | +29.5% |
| 30D | +26.4% | -0.4% | +26.8% | +26.4% |
| 3M | +9.3% | +39.2% | -29.9% | -13.7% |
| 6M | +105.1% | +18.2% | +86.8% | +77.6% |
| YTD | +219.0% | +12.1% | +207.0% | +178.0% |
| 1Y | +418.8% | -0.7% | +419.4% | +388.2% |
| 3Y | +1,784.6% | -1.7% | +1,786.2% | +1,556.6% |
| 5Y | +1,251.0% | +29.3% | +1,221.7% | +857.8% |
| All | +1,008.9% | +74.9% | +934.0% | +428.6% |
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 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