-10.8%
DOW vs GPC
+61.3%
-72.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | +0.4% | +6.0% | -5.6% | -3.1% |
| 3M | -14.4% | +42.6% | -57.0% | -31.5% |
| 6M | -7.0% | +22.8% | -29.7% | -19.7% |
| YTD | +30.2% | +15.5% | +14.7% | +15.9% |
| 1Y | +29.2% | +2.0% | +27.2% | +24.5% |
| 3Y | -36.7% | -1.4% | -35.3% | -40.5% |
| 5Y | -37.7% | +30.6% | -68.3% | -53.9% |
| All | -10.8% | +61.3% | -72.2% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling