+13.1%
D vs GPC
+4.8%
+8.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +8.4% | -6.0% | +14.4% | +9.8% |
| 3M | +0.2% | -7.6% | +7.8% | +1.9% |
| 6M | +9.5% | +24.2% | -14.8% | +3.6% |
| YTD | +18.8% | +2.7% | +16.1% | +16.5% |
| 1Y | +14.7% | +0.2% | +14.6% | +13.1% |
| 3Y | +72.9% | -0.8% | +73.7% | +66.7% |
| 5Y | +13.1% | +4.4% | +8.7% | +7.0% |
| All | +13.1% | +4.8% | +8.3% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling