+12,781.7%
ECL vs GPC
+2,341.8%
+10,439.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -2.6% | +1.2% | -3.8% | -3.2% |
| 30D | -2.2% | +6.0% | -8.1% | -4.8% |
| 3M | +10.1% | +42.6% | -32.5% | -7.4% |
| 6M | -5.7% | +22.8% | -28.5% | -15.2% |
| YTD | +7.0% | +15.5% | -8.5% | -2.1% |
| 1Y | +2.7% | +2.0% | +0.6% | -0.6% |
| 3Y | +57.7% | -1.4% | +59.1% | +48.2% |
| 5Y | +31.1% | +30.6% | +0.5% | +6.2% |
| 10Y | +150.9% | +80.6% | +70.3% | +64.2% |
| All | +12,781.7% | +2,341.8% | +10,439.9% | +2,674.7% |
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