+2,408.8%
D vs GPC
+2,100.6%
+308.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +6.9% | +1.7% | +5.3% | +6.4% |
| 30D | +12.3% | -2.3% | +14.6% | +13.0% |
| 3M | +3.0% | -4.5% | +7.5% | +4.2% |
| 6M | +12.8% | +21.6% | -8.8% | +5.8% |
| YTD | +22.6% | +4.0% | +18.5% | +19.4% |
| 1Y | +21.7% | +3.5% | +18.2% | +18.5% |
| 3Y | +83.9% | +2.1% | +81.8% | +75.9% |
| 5Y | +14.0% | +5.5% | +8.5% | +6.4% |
| 10Y | +45.6% | +90.7% | -45.2% | +8.1% |
| All | +2,408.8% | +2,100.6% | +308.2% | +886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling