+309.3%
EAT vs GPC
+74.2%
+235.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.0% |
| 7D | -7.1% | -1.3% | -5.8% | -6.2% |
| 30D | -2.3% | -6.0% | +3.7% | +1.9% |
| 3M | -19.6% | -7.6% | -12.0% | -15.2% |
| 6M | +46.0% | +24.2% | +21.8% | +21.9% |
| YTD | +37.7% | +2.7% | +35.0% | +28.2% |
| 1Y | +73.8% | +0.2% | +73.6% | +64.6% |
| 3Y | +482.1% | -0.8% | +482.8% | +411.5% |
| 5Y | +362.5% | +4.4% | +358.0% | +274.9% |
| All | +309.3% | +74.2% | +235.2% | +102.0% |
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