+64.9%
DGX vs GPC
+30.9%
+34.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -0.9% | +1.3% | -2.2% | -1.2% |
| 3M | +15.6% | +37.1% | -21.5% | +8.5% |
| 6M | +17.8% | +23.2% | -5.4% | +12.7% |
| YTD | +37.5% | +13.1% | +24.4% | +32.9% |
| 1Y | +31.2% | +0.9% | +30.3% | +29.5% |
| 3Y | +96.6% | -0.8% | +97.4% | +90.5% |
| 5Y | +64.9% | +31.1% | +33.8% | +42.3% |
| All | +64.9% | +30.9% | +34.0% | +42.3% |
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 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