+382.0%
EAT vs GPC
+79.8%
+302.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -1.3% |
| 7D | -4.9% | +0.2% | -5.1% | -5.1% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | +52.2% | +39.2% | +13.1% | +17.8% |
| 6M | +65.0% | +18.2% | +46.8% | +42.7% |
| YTD | +55.0% | +12.1% | +42.9% | +36.0% |
| 1Y | +42.1% | -0.7% | +42.7% | +36.6% |
| 3Y | +614.7% | -1.7% | +616.4% | +538.3% |
| 5Y | +322.7% | +29.3% | +293.5% | +186.5% |
| 10Y | +382.0% | +80.7% | +301.4% | +126.2% |
| All | +382.0% | +79.8% | +302.2% | +126.2% |
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