+3,570.6%
DTE vs GPC
+2,072.3%
+1,498.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +3.2% | -1.3% | +4.5% | +3.6% |
| 30D | +8.5% | -6.0% | +14.5% | +10.6% |
| 3M | +1.3% | -7.6% | +8.9% | +3.7% |
| 6M | -0.7% | +24.2% | -24.9% | -8.3% |
| YTD | +10.6% | +2.7% | +7.9% | +7.6% |
| 1Y | +2.6% | +0.2% | +2.5% | +0.6% |
| 3Y | +56.5% | -0.8% | +57.3% | +49.6% |
| 5Y | +46.7% | +4.4% | +42.3% | +35.4% |
| 10Y | +150.4% | +74.5% | +75.9% | +84.4% |
| All | +3,570.6% | +2,072.3% | +1,498.3% | +1,125.4% |
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 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