+75.1%
D vs GPC
+1.3%
+73.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +10.9% | -1.8% | +12.7% | +11.3% |
| 3M | +2.8% | -6.6% | +9.4% | +4.1% |
| 6M | +12.7% | +21.3% | -8.6% | +7.8% |
| YTD | +20.3% | +4.3% | +16.0% | +17.8% |
| 1Y | +17.1% | +3.3% | +13.9% | +14.8% |
| 3Y | +75.1% | +0.8% | +74.4% | +65.0% |
| All | +75.1% | +1.3% | +73.8% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling