+325.1%
COP vs GPC
+79.8%
+245.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.9% |
| 7D | -0.8% | +0.2% | -1.0% | -1.0% |
| 30D | +15.6% | -0.4% | +16.0% | +15.5% |
| 3M | +14.3% | +39.2% | -24.8% | -3.4% |
| 6M | +17.0% | +18.2% | -1.2% | +5.8% |
| YTD | +47.4% | +12.1% | +35.3% | +35.6% |
| 1Y | +52.4% | -0.7% | +53.1% | +48.6% |
| 3Y | +20.8% | -1.7% | +22.5% | +12.2% |
| 5Y | +191.7% | +29.3% | +162.4% | +120.6% |
| 10Y | +325.1% | +80.7% | +244.4% | +153.6% |
| All | +325.1% | +79.8% | +245.2% | +153.6% |
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