+39.7%
EFX vs GPC
+86.4%
-46.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -4.5% | -3.2% | -1.4% | -3.3% |
| 30D | -6.1% | +0.5% | -6.6% | -6.3% |
| 3M | +6.2% | +31.7% | -25.5% | -5.2% |
| 6M | -11.2% | +24.7% | -35.9% | -19.2% |
| YTD | -21.4% | +11.8% | -33.2% | -26.1% |
| 1Y | -34.3% | -3.0% | -31.3% | -34.5% |
| 3Y | -12.5% | -1.1% | -11.4% | -16.8% |
| 5Y | -35.6% | +30.5% | -66.1% | -45.5% |
| All | +39.7% | +86.4% | -46.7% | +0.9% |
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