+854.6%
DE vs GPC
+87.0%
+767.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -2.4% | -1.8% | -0.6% | -1.5% |
| 30D | +9.7% | +0.1% | +9.6% | +9.5% |
| 3M | +21.4% | +37.4% | -16.0% | +2.4% |
| 6M | +15.0% | +25.4% | -10.4% | +1.3% |
| YTD | +46.4% | +12.2% | +34.2% | +34.9% |
| 1Y | +45.6% | -0.3% | +46.0% | +42.2% |
| 3Y | +76.8% | -1.6% | +78.4% | +66.3% |
| 5Y | +99.4% | +31.0% | +68.4% | +57.0% |
| All | +854.6% | +87.0% | +767.5% | +504.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling