+14,609.3%
DE vs GPC
+2,341.8%
+12,267.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +10.0% | +1.2% | +8.8% | +9.2% |
| 30D | +13.3% | +6.0% | +7.4% | +9.5% |
| 3M | +17.5% | +42.6% | -25.1% | -5.6% |
| 6M | +13.6% | +22.8% | -9.2% | -1.0% |
| YTD | +49.8% | +15.5% | +34.3% | +33.8% |
| 1Y | +47.9% | +2.0% | +45.8% | +41.4% |
| 3Y | +72.5% | -1.4% | +74.0% | +60.2% |
| 5Y | +90.2% | +30.6% | +59.6% | +46.9% |
| 10Y | +865.4% | +80.6% | +784.8% | +477.4% |
| All | +14,609.3% | +2,341.8% | +12,267.5% | +2,157.9% |
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