+162.6%
DUK vs GPC
+74.9%
+87.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +8.9% | -6.3% | +15.2% | +10.8% |
| 3M | +5.6% | -8.2% | +13.7% | +7.9% |
| 6M | +7.0% | +27.1% | -20.1% | -0.7% |
| YTD | +14.0% | +3.1% | +10.9% | +11.3% |
| 1Y | +9.1% | +0.1% | +9.0% | +7.3% |
| 3Y | +67.6% | +0.2% | +67.4% | +59.8% |
| 5Y | +56.6% | +4.9% | +51.7% | +44.0% |
| All | +162.6% | +74.9% | +87.7% | +82.2% |
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