+927.6%
DD vs GPC
+2,341.8%
-1,414.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.3% |
| 7D | -3.5% | +1.2% | -4.7% | -4.2% |
| 30D | -10.3% | +6.0% | -16.3% | -13.6% |
| 3M | -7.5% | +42.6% | -50.2% | -27.0% |
| 6M | -8.0% | +22.8% | -30.8% | -20.6% |
| YTD | +10.5% | +15.5% | -5.0% | -2.5% |
| 1Y | +38.3% | +2.0% | +36.2% | +31.7% |
| 3Y | +42.5% | -1.4% | +43.9% | +31.4% |
| 5Y | +60.2% | +30.6% | +29.6% | +21.1% |
| 10Y | +68.9% | +80.6% | -11.8% | -2.4% |
| All | +927.6% | +2,341.8% | -1,414.2% | +53.1% |
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 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