+66.5%
DD vs GPC
+83.6%
-17.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.1% |
| 7D | -3.8% | -0.6% | -3.1% | -3.5% |
| 30D | -9.2% | +1.3% | -10.5% | -9.9% |
| 3M | -9.0% | +37.1% | -46.1% | -24.3% |
| 6M | -5.0% | +23.2% | -28.1% | -16.5% |
| YTD | +7.4% | +13.1% | -5.7% | -2.5% |
| 1Y | +35.1% | +0.9% | +34.3% | +30.7% |
| 3Y | +43.2% | -0.8% | +44.0% | +33.1% |
| 5Y | +59.6% | +31.1% | +28.5% | +22.2% |
| 10Y | +66.5% | +87.4% | -20.9% | -1.1% |
| All | +66.5% | +83.6% | -17.1% | -1.1% |
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