+298.3%
COP vs GPC
+93.7%
+204.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -2.3% |
| 7D | -8.4% | +0.8% | -9.3% | -8.8% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | +15.1% | -6.6% | +21.7% | +17.8% |
| 6M | +19.8% | +22.2% | -2.5% | +6.4% |
| YTD | +46.8% | +5.1% | +41.8% | +38.2% |
| 1Y | +59.7% | +2.8% | +56.9% | +51.9% |
| 3Y | +28.7% | +2.4% | +26.3% | +16.0% |
| 5Y | +110.7% | +7.8% | +102.9% | +76.1% |
| 10Y | +298.3% | +87.2% | +211.1% | +139.0% |
| All | +298.3% | +93.7% | +204.6% | +139.0% |
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