-37.4%
DOW vs GPC
+30.9%
-68.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | +0.4% | +6.0% | -5.6% | -2.0% |
| 3M | -14.4% | +42.6% | -57.0% | -26.8% |
| 6M | -7.0% | +22.8% | -29.7% | -15.7% |
| YTD | +30.2% | +15.5% | +14.7% | +21.1% |
| 1Y | +29.2% | +2.0% | +27.2% | +27.6% |
| 3Y | -36.7% | -1.4% | -35.3% | -39.0% |
| All | -37.4% | +30.9% | -68.4% | -52.7% |
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