+342.0%
EAT vs GPC
+30.9%
+311.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.6% |
| 30D | +1.9% | +6.0% | -4.1% | -1.0% |
| 3M | +68.7% | +42.6% | +26.0% | +41.3% |
| 6M | +66.9% | +22.8% | +44.1% | +49.6% |
| YTD | +60.4% | +15.5% | +45.0% | +45.3% |
| 1Y | +44.0% | +2.0% | +41.9% | +39.3% |
| 3Y | +604.7% | -1.4% | +606.1% | +565.7% |
| All | +342.0% | +30.9% | +311.1% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling