-58.8%
CAPR vs GPC
+78.6%
-137.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.8% | +27.3% | +26.9% |
| 7D | +25.8% | -2.1% | +27.9% | +27.3% |
| 30D | +50.2% | -4.5% | +54.7% | +54.0% |
| 3M | +185.5% | -7.7% | +193.2% | +198.2% |
| 6M | -64.8% | +24.3% | -89.1% | -69.8% |
| YTD | -61.1% | +3.5% | -64.6% | -64.0% |
| 1Y | +81.0% | +0.7% | +80.2% | +70.9% |
| 3Y | +300.7% | 0.0% | +300.7% | +260.0% |
| 5Y | +223.3% | +5.8% | +217.5% | +157.6% |
| 10Y | -58.8% | +75.8% | -134.5% | -83.3% |
| All | -58.8% | +78.6% | -137.3% | -83.3% |
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