-17.0%
COMP vs GPC
+7.2%
-24.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -6.9% |
| 7D | +7.2% | +0.4% | +6.8% | +7.1% |
| 30D | +6.4% | -1.8% | +8.2% | +7.4% |
| 3M | -19.4% | -6.6% | -12.9% | -15.9% |
| 6M | +14.6% | +21.3% | -6.8% | +0.2% |
| YTD | -5.5% | +4.3% | -9.8% | -11.3% |
| 1Y | +13.7% | +3.3% | +10.4% | +7.0% |
| 3Y | +409.7% | +0.8% | +408.9% | +350.9% |
| 5Y | -17.0% | +7.4% | -24.4% | -39.1% |
| All | -17.0% | +7.2% | -24.2% | -39.1% |
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