+125.9%
DUK vs GPC
+87.0%
+38.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | -3.7% | +37.4% | -41.1% | -12.3% |
| 6M | -6.3% | +25.4% | -31.8% | -12.8% |
| YTD | +4.5% | +12.2% | -7.7% | -0.2% |
| 1Y | +1.8% | -0.3% | +2.2% | +0.5% |
| 3Y | +46.8% | -1.6% | +48.4% | +41.4% |
| 5Y | +40.2% | +31.0% | +9.3% | +19.9% |
| All | +125.9% | +87.0% | +38.9% | +57.2% |
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