+102.2%
DG vs GPC
+83.6%
+18.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | +1.8% | +1.3% | +0.5% | +1.3% |
| 3M | +14.5% | +37.1% | -22.6% | +3.4% |
| 6M | -13.6% | +23.2% | -36.7% | -19.4% |
| YTD | -4.8% | +13.1% | -17.9% | -9.4% |
| 1Y | +21.6% | +0.9% | +20.7% | +19.8% |
| 3Y | +4.5% | -0.8% | +5.3% | +0.9% |
| 5Y | -38.5% | +31.1% | -69.6% | -46.2% |
| 10Y | +102.2% | +87.4% | +14.8% | +52.2% |
| All | +102.2% | +83.6% | +18.6% | +52.2% |
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 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