+220.1%
C vs GPC
+93.7%
+126.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.1% | +1.3% |
| 7D | -0.9% | +0.8% | -1.8% | -1.3% |
| 30D | -5.4% | -1.1% | -4.3% | -5.1% |
| 3M | -9.2% | -6.6% | -2.5% | -6.3% |
| 6M | -1.8% | +22.2% | -24.1% | -13.6% |
| YTD | +6.7% | +5.1% | +1.6% | -0.4% |
| 1Y | +23.5% | +2.8% | +20.7% | +16.5% |
| 3Y | +219.8% | +2.4% | +217.4% | +185.2% |
| 5Y | +112.4% | +7.8% | +104.6% | +75.7% |
| 10Y | +220.1% | +87.2% | +132.8% | +76.0% |
| All | +220.1% | +93.7% | +126.4% | +76.0% |
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