+144.6%
CAPR vs GPC
+3.6%
+141.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.0% |
| 7D | +41.1% | +1.6% | +39.5% | +40.7% |
| 30D | +11.1% | -2.1% | +13.2% | +11.7% |
| 3M | +115.3% | -6.8% | +122.1% | +119.1% |
| 6M | -73.8% | +18.6% | -92.4% | -75.1% |
| YTD | -68.8% | +2.7% | -71.5% | -69.7% |
| 1Y | +43.3% | +1.8% | +41.5% | +40.1% |
| 3Y | +214.7% | +1.1% | +213.6% | +202.8% |
| All | +144.6% | +3.6% | +141.0% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling