+31.2%
EL vs GPC
+79.8%
-48.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.8% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +15.5% | -0.4% | +15.9% | +15.8% |
| 3M | +20.6% | +39.2% | -18.6% | +3.1% |
| 6M | +10.5% | +18.2% | -7.8% | +1.3% |
| YTD | -1.9% | +12.1% | -14.0% | -8.9% |
| 1Y | +16.1% | -0.7% | +16.7% | +13.9% |
| 3Y | -30.2% | -1.7% | -28.6% | -33.2% |
| 5Y | -67.4% | +29.3% | -96.7% | -72.4% |
| 10Y | +31.2% | +80.7% | -49.4% | -7.3% |
| All | +31.2% | +79.8% | -48.6% | -7.3% |
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