+89.4%
DD vs GPC
+0.2%
+89.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +5.0% | +0.4% | +4.5% | +4.8% |
| 30D | +19.7% | -6.3% | +26.0% | +21.9% |
| 3M | +7.2% | -8.2% | +15.4% | +9.8% |
| 6M | +1.0% | +27.1% | -26.1% | -8.2% |
| YTD | +29.1% | +3.1% | +26.0% | +24.4% |
| 1Y | +28.5% | +0.1% | +28.4% | +25.2% |
| 3Y | +89.4% | +0.2% | +89.2% | +73.2% |
| All | +89.4% | +0.2% | +89.3% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling