+197.7%
ECL vs GPC
+93.7%
+104.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.0% |
| 7D | -0.5% | +0.8% | -1.4% | -0.9% |
| 30D | +8.8% | -1.1% | +9.9% | +9.2% |
| 3M | +7.8% | -6.6% | +14.5% | +11.0% |
| 6M | +21.3% | +22.2% | -0.9% | +9.5% |
| YTD | +17.8% | +5.1% | +12.7% | +12.3% |
| 1Y | +21.1% | +2.8% | +18.3% | +16.5% |
| 3Y | +80.1% | +2.4% | +77.7% | +64.8% |
| 5Y | +40.5% | +7.8% | +32.7% | +22.2% |
| 10Y | +197.7% | +87.2% | +110.5% | +73.7% |
| All | +197.7% | +93.7% | +104.0% | +73.7% |
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