+2,541.1%
DUK vs GPC
+2,341.8%
+199.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | -1.7% | +6.0% | -7.6% | -3.4% |
| 3M | -0.4% | +42.6% | -43.1% | -10.8% |
| 6M | -7.2% | +22.8% | -30.0% | -13.4% |
| YTD | +5.3% | +15.5% | -10.2% | -0.6% |
| 1Y | +3.0% | +2.0% | +0.9% | +0.7% |
| 3Y | +53.1% | -1.4% | +54.5% | +47.1% |
| 5Y | +37.9% | +30.6% | +7.3% | +19.5% |
| 10Y | +124.8% | +80.6% | +44.2% | +66.5% |
| All | +2,541.1% | +2,341.8% | +199.3% | +764.5% |
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