-69.4%
CAPR vs GPC
+74.9%
-144.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.2% |
| 7D | +5.9% | +0.4% | +5.4% | +5.7% |
| 30D | +44.6% | -6.3% | +50.9% | +49.9% |
| 3M | +126.4% | -8.2% | +134.5% | +137.2% |
| 6M | -68.6% | +27.1% | -95.7% | -73.3% |
| YTD | -67.0% | +3.1% | -70.1% | -69.3% |
| 1Y | +65.2% | +0.1% | +65.1% | +56.7% |
| 3Y | +235.6% | +0.2% | +235.3% | +201.2% |
| 5Y | +175.4% | +4.9% | +170.6% | +121.3% |
| All | -69.4% | +74.9% | -144.2% | -87.2% |
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