+13,805.6%
ECL vs GPC
+2,071.6%
+11,734.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | -0.8% | +1.6% | -2.3% | -1.4% |
| 30D | +8.1% | -2.1% | +10.2% | +9.0% |
| 3M | +6.4% | -6.8% | +13.2% | +9.6% |
| 6M | +14.8% | +18.6% | -3.8% | +4.9% |
| YTD | +15.5% | +2.7% | +12.8% | +11.4% |
| 1Y | +20.1% | +1.8% | +18.3% | +16.2% |
| 3Y | +77.8% | +1.1% | +76.7% | +64.9% |
| 5Y | +37.9% | +4.1% | +33.8% | +24.4% |
| 10Y | +202.7% | +88.2% | +114.4% | +94.0% |
| All | +13,805.6% | +2,071.6% | +11,734.0% | +3,056.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling