+207.0%
C vs GPC
+74.9%
+132.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.2% | +0.4% | +3.7% | +3.9% |
| 30D | +2.0% | -6.3% | +8.3% | +5.2% |
| 3M | -10.1% | -8.2% | -2.0% | -6.5% |
| 6M | +1.0% | +27.1% | -26.1% | -12.9% |
| YTD | +8.5% | +3.1% | +5.3% | +2.2% |
| 1Y | +25.7% | +0.1% | +25.7% | +20.4% |
| 3Y | +216.0% | +0.2% | +215.8% | +185.1% |
| 5Y | +112.3% | +4.9% | +107.5% | +78.5% |
| All | +207.0% | +74.9% | +132.2% | +78.8% |
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