-49.3%
COMP vs GPC
+24.0%
-73.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.1% | +11.5% |
| 7D | +13.4% | +1.6% | +11.9% | +12.5% |
| 30D | +11.1% | -2.1% | +13.2% | +12.2% |
| 3M | -18.8% | -6.8% | -12.0% | -15.4% |
| 6M | +10.5% | +18.6% | -8.1% | -1.4% |
| YTD | -3.4% | +2.7% | -6.1% | -8.1% |
| 1Y | +19.7% | +1.8% | +17.9% | +14.0% |
| 3Y | +381.6% | +1.1% | +380.5% | +329.6% |
| 5Y | -17.6% | +4.1% | -21.7% | -31.6% |
| All | -49.3% | +24.0% | -73.3% | -61.4% |
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