+2,449.8%
ED vs GPC
+2,071.6%
+378.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | +1.6% | +1.6% | +0.1% | +1.2% |
| 30D | +13.3% | -2.1% | +15.4% | +13.8% |
| 3M | +9.7% | -6.8% | +16.5% | +11.5% |
| 6M | +12.8% | +18.6% | -5.8% | +7.3% |
| YTD | +22.3% | +2.7% | +19.6% | +19.7% |
| 1Y | +26.3% | +1.8% | +24.5% | +23.8% |
| 3Y | +45.0% | +1.1% | +44.0% | +39.1% |
| 5Y | +80.2% | +4.1% | +76.1% | +69.0% |
| 10Y | +129.9% | +88.2% | +41.6% | +73.9% |
| All | +2,449.8% | +2,071.6% | +378.2% | +778.7% |
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