-37.9%
DG vs GPC
+29.0%
-67.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +1.0% | -0.4% | +1.4% | +1.1% |
| 3M | +20.3% | +39.2% | -18.9% | +8.2% |
| 6M | -11.7% | +18.2% | -30.0% | -16.7% |
| YTD | -2.3% | +12.1% | -14.4% | -7.0% |
| 1Y | +20.0% | -0.7% | +20.7% | +18.4% |
| 3Y | +7.2% | -1.7% | +8.9% | +3.8% |
| 5Y | -37.9% | +29.3% | -67.2% | -48.9% |
| All | -37.9% | +29.0% | -67.0% | -48.9% |
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 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