+1,115.2%
DD vs GPC
+2,088.4%
-973.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +3.2% | -2.1% | +5.3% | +4.6% |
| 30D | +20.3% | -4.5% | +24.8% | +23.2% |
| 3M | +8.2% | -7.7% | +15.9% | +12.8% |
| 6M | +3.4% | +24.3% | -20.9% | -11.8% |
| YTD | +30.6% | +3.5% | +27.2% | +22.6% |
| 1Y | +30.6% | +0.7% | +29.9% | +24.6% |
| 3Y | +91.1% | 0.0% | +91.1% | +74.5% |
| 5Y | +68.6% | +5.8% | +62.8% | +44.8% |
| 10Y | +99.9% | +75.8% | +24.1% | +16.9% |
| All | +1,115.2% | +2,088.4% | -973.2% | +92.4% |
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