+606.1%
COST vs GPC
+86.4%
+519.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | -4.7% | +0.5% | -5.2% | -4.9% |
| 3M | -7.1% | +31.7% | -38.9% | -13.5% |
| 6M | -8.5% | +24.7% | -33.3% | -13.9% |
| YTD | +5.4% | +11.8% | -6.4% | +1.4% |
| 1Y | -5.6% | -3.0% | -2.7% | -5.9% |
| 3Y | +68.5% | -1.1% | +69.6% | +62.7% |
| 5Y | +105.2% | +30.5% | +74.8% | +83.0% |
| All | +606.1% | +86.4% | +519.7% | +463.4% |
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