-74.9%
CAPR vs GPC
+80.7%
-155.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -2.0% | +1.2% | -3.2% | -2.7% |
| 30D | +139.2% | +6.0% | +133.2% | +132.1% |
| 3M | -66.4% | +42.6% | -109.0% | -73.2% |
| 6M | -63.1% | +22.8% | -85.9% | -68.1% |
| YTD | -67.4% | +15.5% | -82.9% | -71.5% |
| 1Y | +58.2% | +2.0% | +56.2% | +48.9% |
| 3Y | +42.2% | -1.4% | +43.6% | +29.4% |
| 5Y | +87.3% | +30.6% | +56.7% | +29.1% |
| All | -74.9% | +80.7% | -155.7% | -89.4% |
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