+77.5%
DE vs GPC
-2.2%
+79.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +9.6% | -0.4% | +10.0% | +9.7% |
| 3M | +19.0% | +39.2% | -20.2% | +6.9% |
| 6M | +16.1% | +18.2% | -2.2% | +9.4% |
| YTD | +47.0% | +12.1% | +34.9% | +39.8% |
| 1Y | +43.1% | -0.7% | +43.8% | +41.3% |
| 3Y | +77.5% | -1.7% | +79.2% | +66.6% |
| All | +77.5% | -2.2% | +79.7% | +66.6% |
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