+14,046.2%
COST vs GPC
+2,072.3%
+11,973.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | +14.6% | -6.0% | +20.6% | +17.3% |
| 3M | +15.2% | -7.6% | +22.8% | +18.6% |
| 6M | +7.2% | +24.2% | -17.0% | -3.1% |
| YTD | +27.4% | +2.7% | +24.7% | +22.9% |
| 1Y | +20.2% | +0.2% | +20.0% | +17.1% |
| 3Y | +96.9% | -0.8% | +97.6% | +84.0% |
| 5Y | +122.8% | +4.4% | +118.4% | +100.5% |
| 10Y | +764.3% | +74.5% | +689.8% | +463.4% |
| All | +14,046.2% | +2,072.3% | +11,973.9% | +2,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling