+71.8%
COST vs GPC
-2.2%
+74.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -4.0% | -0.4% | -3.6% | -3.9% |
| 3M | -6.5% | +39.2% | -45.7% | -9.9% |
| 6M | -8.5% | +18.2% | -26.8% | -10.3% |
| YTD | +6.0% | +12.1% | -6.1% | +4.3% |
| 1Y | -5.8% | -0.7% | -5.1% | -6.1% |
| 3Y | +71.8% | -1.7% | +73.5% | +67.5% |
| All | +71.8% | -2.2% | +74.0% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling