+95.0%
DGX vs GPC
+4.3%
+90.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.6% | +0.4% | +1.1% | +1.5% |
| 30D | +11.2% | -6.3% | +17.5% | +12.5% |
| 3M | +10.4% | -8.2% | +18.6% | +12.1% |
| 6M | +37.1% | +27.1% | +10.0% | +30.2% |
| YTD | +52.1% | +3.1% | +49.0% | +49.4% |
| 1Y | +40.7% | +0.1% | +40.7% | +39.1% |
| 3Y | +107.6% | +0.2% | +107.4% | +98.8% |
| All | +95.0% | +4.3% | +90.7% | +77.0% |
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