+248.1%
DGX vs GPC
+86.4%
+161.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | +15.8% | +31.7% | -16.0% | +7.3% |
| 6M | +18.2% | +24.7% | -6.5% | +10.9% |
| YTD | +37.2% | +11.8% | +25.4% | +31.7% |
| 1Y | +30.4% | -3.0% | +33.3% | +29.8% |
| 3Y | +96.7% | -1.1% | +97.8% | +89.6% |
| 5Y | +67.2% | +30.5% | +36.7% | +45.6% |
| All | +248.1% | +86.4% | +161.8% | +162.1% |
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