+349.8%
EAT vs GPC
+93.7%
+256.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -3.1% |
| 7D | -3.9% | +0.8% | -4.8% | -4.4% |
| 30D | +5.0% | -1.1% | +6.1% | +5.6% |
| 3M | -9.6% | -6.6% | -3.0% | -5.5% |
| 6M | +46.8% | +22.2% | +24.5% | +24.0% |
| YTD | +41.8% | +5.1% | +36.8% | +30.0% |
| 1Y | +98.3% | +2.8% | +95.5% | +84.2% |
| 3Y | +503.1% | +2.4% | +500.7% | +417.5% |
| 5Y | +356.7% | +7.8% | +348.9% | +261.2% |
| 10Y | +349.8% | +87.2% | +262.5% | +108.9% |
| All | +349.8% | +93.7% | +256.1% | +108.9% |
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