+97.1%
DGX vs GPC
-1.1%
+98.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -0.9% | +1.3% | -2.2% | -1.1% |
| 3M | +15.6% | +37.1% | -21.5% | +10.7% |
| 6M | +17.8% | +23.2% | -5.4% | +14.2% |
| YTD | +37.5% | +13.1% | +24.4% | +34.2% |
| 1Y | +31.2% | +0.9% | +30.3% | +29.5% |
| All | +97.1% | -1.1% | +98.1% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling