-10.9%
DOW vs GPC
+58.0%
-69.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -6.0% | -0.6% | -5.4% | -5.8% |
| 30D | -2.7% | +1.3% | -4.0% | -3.7% |
| 3M | -10.5% | +37.1% | -47.6% | -26.7% |
| 6M | -12.4% | +23.2% | -35.6% | -24.7% |
| YTD | +30.0% | +13.1% | +16.9% | +17.0% |
| 1Y | +27.8% | +0.9% | +26.9% | +23.8% |
| 3Y | -34.9% | -0.8% | -34.1% | -39.4% |
| 5Y | -35.9% | +31.1% | -67.0% | -52.9% |
| All | -10.9% | +58.0% | -69.0% | -40.4% |
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