+102.2%
ED vs GPC
+85.2%
+17.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -0.1% | +6.0% | -6.1% | -1.5% |
| 3M | +3.9% | +42.6% | -38.7% | -4.8% |
| 6M | -3.0% | +22.8% | -25.8% | -8.2% |
| YTD | +10.7% | +15.5% | -4.8% | +5.7% |
| 1Y | +13.3% | +2.0% | +11.3% | +11.5% |
| 3Y | +34.5% | -1.4% | +35.9% | +30.6% |
| 5Y | +67.1% | +30.6% | +36.5% | +47.2% |
| All | +102.2% | +85.2% | +17.0% | +51.3% |
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 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