+633.1%
DELL vs GPC
+6.4%
+626.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.8% | +12.5% | +12.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | -35.1% | -4.5% | -30.6% | -34.4% |
| 3M | -15.1% | -7.7% | -7.5% | -13.4% |
| 6M | +51.7% | +24.3% | +27.4% | +36.7% |
| YTD | +200.0% | +3.5% | +196.5% | +189.0% |
| 1Y | +172.1% | +0.7% | +171.4% | +164.9% |
| 3Y | +431.2% | 0.0% | +431.2% | +388.3% |
| 5Y | +633.1% | +5.8% | +627.3% | +511.2% |
| All | +633.1% | +6.4% | +626.7% | +511.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling