+99.4%
DD vs GPC
+74.2%
+25.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.2% |
| 7D | +6.7% | -1.3% | +8.0% | +7.5% |
| 30D | +19.4% | -6.0% | +25.4% | +23.0% |
| 3M | +7.6% | -7.6% | +15.2% | +11.6% |
| 6M | +2.9% | +24.2% | -21.3% | -10.6% |
| YTD | +29.9% | +2.7% | +27.2% | +23.3% |
| 1Y | +28.6% | +0.2% | +28.5% | +23.9% |
| 3Y | +90.0% | -0.8% | +90.8% | +75.5% |
| 5Y | +68.1% | +4.4% | +63.7% | +46.0% |
| All | +99.4% | +74.2% | +25.3% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling