+3,584.3%
DTE vs GPC
+2,081.1%
+1,503.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +8.9% | -6.3% | +15.2% | +11.1% |
| 3M | +1.1% | -8.2% | +9.2% | +3.7% |
| 6M | +0.1% | +27.1% | -27.0% | -8.3% |
| YTD | +11.1% | +3.1% | +7.9% | +7.9% |
| 1Y | +4.9% | +0.1% | +4.9% | +2.9% |
| 3Y | +58.6% | +0.2% | +58.3% | +51.0% |
| 5Y | +47.3% | +4.9% | +42.4% | +35.7% |
| 10Y | +151.3% | +75.2% | +76.2% | +84.8% |
| All | +3,584.3% | +2,081.1% | +1,503.1% | +1,128.3% |
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