+14,227.5%
COST vs GPC
+2,081.1%
+12,146.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +5.0% | +0.4% | +4.6% | +4.8% |
| 30D | +12.8% | -6.3% | +19.1% | +15.7% |
| 3M | +15.2% | -8.2% | +23.3% | +18.9% |
| 6M | +7.4% | +27.1% | -19.7% | -3.8% |
| YTD | +29.0% | +3.1% | +25.9% | +24.3% |
| 1Y | +20.3% | +0.1% | +20.2% | +17.2% |
| 3Y | +99.0% | +0.2% | +98.8% | +85.2% |
| 5Y | +125.7% | +4.9% | +120.8% | +102.7% |
| 10Y | +775.3% | +75.2% | +700.2% | +469.7% |
| All | +14,227.5% | +2,081.1% | +12,146.4% | +2,514.4% |
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 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