+113.6%
C vs GPC
+6.4%
+107.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -0.4% | -2.1% | +1.7% | +0.2% |
| 30D | -5.3% | -4.5% | -0.8% | -4.2% |
| 3M | -8.0% | -7.7% | -0.3% | -6.1% |
| 6M | -0.3% | +24.3% | -24.6% | -7.7% |
| YTD | +8.6% | +3.5% | +5.2% | +4.8% |
| 1Y | +25.8% | +0.7% | +25.1% | +22.5% |
| 3Y | +221.2% | 0.0% | +221.2% | +200.2% |
| 5Y | +113.6% | +5.8% | +107.7% | +83.5% |
| All | +113.6% | +6.4% | +107.1% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling