+49.1%
D vs GPC
+74.9%
-25.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +7.7% | -6.3% | +14.0% | +9.7% |
| 3M | -0.3% | -8.2% | +7.9% | +2.0% |
| 6M | +10.1% | +27.1% | -17.0% | +1.7% |
| YTD | +19.1% | +3.1% | +15.9% | +16.1% |
| 1Y | +15.9% | +0.1% | +15.8% | +13.9% |
| 3Y | +75.0% | +0.2% | +74.8% | +67.5% |
| 5Y | +13.4% | +4.9% | +8.5% | +4.8% |
| All | +49.1% | +74.9% | -25.8% | +5.3% |
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