+34.7%
D vs GPC
+83.6%
-48.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | -2.6% | +6.0% | -8.6% | -4.3% |
| 3M | 0.0% | +42.6% | -42.6% | -10.4% |
| 6M | +7.4% | +22.8% | -15.4% | +0.2% |
| YTD | +15.9% | +15.5% | +0.4% | +9.5% |
| 1Y | +18.1% | +2.0% | +16.1% | +15.7% |
| 3Y | +58.4% | -1.4% | +59.8% | +52.9% |
| 5Y | +5.2% | +30.6% | -25.4% | -9.2% |
| All | +34.7% | +83.6% | -48.9% | -4.1% |
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 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