+48.4%
D vs GPC
+78.6%
-30.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.8% |
| 30D | +9.0% | -4.5% | +13.5% | +10.4% |
| 3M | +1.0% | -7.7% | +8.6% | +3.1% |
| 6M | +11.0% | +24.3% | -13.3% | +3.3% |
| YTD | +19.8% | +3.5% | +16.3% | +16.7% |
| 1Y | +16.0% | +0.7% | +15.2% | +13.8% |
| 3Y | +74.4% | 0.0% | +74.4% | +67.0% |
| 5Y | +13.5% | +5.8% | +7.7% | +4.6% |
| 10Y | +48.4% | +75.8% | -27.4% | +4.8% |
| All | +48.4% | +78.6% | -30.2% | +4.8% |
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