+51.9%
DOW vs GPC
+6.5%
+45.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | -4.2% | +4.1% | -8.3% | -4.6% |
| 30D | +14.7% | +0.1% | +14.6% | +14.6% |
| 3M | +9.1% | -3.9% | +13.0% | +9.3% |
| 6M | -17.7% | +24.4% | -42.0% | -21.4% |
| YTD | +44.6% | +5.7% | +38.9% | +38.2% |
| 1Y | +51.9% | +6.8% | +45.1% | +40.5% |
| All | +51.9% | +6.5% | +45.4% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling