+119.3%
DG vs GPC
+93.7%
+25.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.5% |
| 7D | +0.7% | +0.8% | -0.2% | +0.5% |
| 30D | +7.4% | -1.1% | +8.5% | +7.8% |
| 3M | +8.5% | -6.6% | +15.1% | +10.9% |
| 6M | +21.9% | +22.2% | -0.4% | +14.2% |
| YTD | +4.9% | +5.1% | -0.1% | +2.2% |
| 1Y | +40.4% | +2.8% | +37.6% | +37.8% |
| 3Y | +23.5% | +2.4% | +21.1% | +18.3% |
| 5Y | -32.3% | +7.8% | -40.1% | -37.0% |
| 10Y | +119.3% | +87.2% | +32.1% | +59.3% |
| All | +119.3% | +93.7% | +25.6% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling