+82.6%
ED vs GPC
+4.3%
+78.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.1% | +0.4% | +1.6% | +2.0% |
| 30D | +10.4% | -6.3% | +16.7% | +11.5% |
| 3M | +12.5% | -8.2% | +20.7% | +13.9% |
| 6M | +14.9% | +27.1% | -12.2% | +10.5% |
| YTD | +24.8% | +3.1% | +21.7% | +23.1% |
| 1Y | +23.8% | +0.1% | +23.8% | +22.6% |
| 3Y | +51.6% | +0.2% | +51.4% | +47.3% |
| All | +82.6% | +4.3% | +78.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling