+992.7%
C vs GPC
+2,100.6%
-1,107.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.5% | -4.0% |
| 7D | -5.3% | +1.7% | -7.0% | -6.3% |
| 30D | -7.3% | -2.3% | -5.0% | -6.2% |
| 3M | -13.5% | -4.5% | -9.0% | -11.3% |
| 6M | -6.5% | +21.6% | -28.0% | -21.0% |
| YTD | +3.6% | +4.0% | -0.4% | -5.1% |
| 1Y | +18.9% | +3.5% | +15.4% | +9.0% |
| 3Y | +205.0% | +2.1% | +202.8% | +162.3% |
| 5Y | +109.4% | +5.5% | +103.9% | +68.4% |
| 10Y | +232.9% | +90.7% | +142.2% | +59.1% |
| All | +992.7% | +2,100.6% | -1,107.9% | +20.6% |
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 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