+104.4%
COST vs GPC
+30.9%
+73.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -5.3% | +1.3% | -6.6% | -5.6% |
| 3M | -6.7% | +37.1% | -43.8% | -13.5% |
| 6M | -9.9% | +23.2% | -33.1% | -14.5% |
| YTD | +5.1% | +13.1% | -7.9% | +1.2% |
| 1Y | -7.3% | +0.9% | -8.2% | -8.2% |
| 3Y | +70.4% | -0.8% | +71.2% | +64.5% |
| 5Y | +104.4% | +31.1% | +73.3% | +69.1% |
| All | +104.4% | +30.9% | +73.5% | +69.1% |
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