+104.0%
ED vs GPC
+79.8%
+24.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | +4.6% | +39.2% | -34.5% | -3.6% |
| 6M | -2.0% | +18.2% | -20.2% | -6.3% |
| YTD | +11.7% | +12.1% | -0.4% | +7.4% |
| 1Y | +15.7% | -0.7% | +16.4% | +14.5% |
| 3Y | +34.4% | -1.7% | +36.0% | +30.3% |
| 5Y | +67.3% | +29.3% | +38.0% | +47.5% |
| 10Y | +104.0% | +80.7% | +23.4% | +53.7% |
| All | +104.0% | +79.8% | +24.2% | +53.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling