+2,271.9%
D vs GPC
+2,341.8%
-69.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | -3.6% | +6.0% | -9.5% | -5.2% |
| 3M | -1.0% | +42.6% | -43.6% | -11.2% |
| 6M | +6.3% | +22.8% | -16.5% | -0.7% |
| YTD | +14.7% | +15.5% | -0.7% | +8.5% |
| 1Y | +16.9% | +2.0% | +14.9% | +14.5% |
| 3Y | +56.8% | -1.4% | +58.2% | +51.5% |
| 5Y | +5.2% | +30.6% | -25.4% | -7.8% |
| 10Y | +35.9% | +80.6% | -44.8% | +2.5% |
| All | +2,271.9% | +2,341.8% | -69.9% | +806.4% |
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