+91.4%
DE vs GPC
+1.3%
+90.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +10.7% | -1.8% | +12.6% | +11.2% |
| 3M | +13.1% | -6.6% | +19.7% | +15.2% |
| 6M | +20.2% | +21.3% | -1.1% | +12.0% |
| YTD | +48.9% | +4.3% | +44.6% | +44.2% |
| 1Y | +46.6% | +3.3% | +43.4% | +42.3% |
| 3Y | +91.4% | +0.8% | +90.6% | +74.0% |
| All | +91.4% | +1.3% | +90.1% | +74.0% |
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