+1,163.5%
C vs GPC
+2,341.8%
-1,178.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.1% |
| 7D | +3.6% | +1.2% | +2.4% | +2.8% |
| 30D | +0.1% | +6.0% | -5.9% | -4.0% |
| 3M | +2.4% | +42.6% | -40.2% | -21.9% |
| 6M | +24.9% | +22.8% | +2.2% | +5.1% |
| YTD | +19.8% | +15.5% | +4.4% | +2.7% |
| 1Y | +44.9% | +2.0% | +42.8% | +35.0% |
| 3Y | +263.0% | -1.4% | +264.4% | +221.6% |
| 5Y | +129.5% | +30.6% | +98.9% | +58.0% |
| 10Y | +291.6% | +80.6% | +211.0% | +98.0% |
| All | +1,163.5% | +2,341.8% | -1,178.3% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling