+98.5%
DD vs GPC
+93.7%
+4.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.3% | +3.6% | +4.7% |
| 7D | +9.8% | +0.8% | +9.0% | +9.3% |
| 30D | +19.3% | -1.1% | +20.4% | +19.6% |
| 3M | +9.4% | -6.6% | +16.0% | +12.8% |
| 6M | +4.8% | +22.2% | -17.4% | -8.0% |
| YTD | +30.2% | +5.1% | +25.2% | +22.3% |
| 1Y | +32.2% | +2.8% | +29.4% | +25.5% |
| 3Y | +93.1% | +2.4% | +90.7% | +75.4% |
| 5Y | +68.0% | +7.8% | +60.2% | +43.4% |
| 10Y | +98.5% | +87.2% | +11.2% | +20.0% |
| All | +98.5% | +93.7% | +4.7% | +20.0% |
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 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