+2,371.3%
D vs GPC
+2,071.6%
+299.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +3.0% | +1.6% | +1.4% | +2.5% |
| 30D | +11.5% | -2.1% | +13.6% | +12.1% |
| 3M | +3.7% | -6.8% | +10.5% | +5.7% |
| 6M | +13.5% | +18.6% | -5.1% | +7.3% |
| YTD | +20.7% | +2.7% | +18.0% | +18.0% |
| 1Y | +18.2% | +1.8% | +16.5% | +15.8% |
| 3Y | +73.3% | +1.1% | +72.3% | +66.3% |
| 5Y | +12.3% | +4.1% | +8.2% | +5.2% |
| 10Y | +43.4% | +88.2% | -44.8% | +6.9% |
| All | +2,371.3% | +2,071.6% | +299.8% | +875.8% |
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