+63.0%
EL vs GPC
+78.6%
-15.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +0.3% | -2.1% | +2.4% | +1.2% |
| 30D | +12.3% | -4.5% | +16.8% | +14.4% |
| 3M | +28.4% | -7.7% | +36.1% | +32.9% |
| 6M | +36.7% | +24.3% | +12.4% | +22.6% |
| YTD | +8.4% | +3.5% | +4.9% | +4.0% |
| 1Y | +25.4% | +0.7% | +24.7% | +21.7% |
| 3Y | +3.4% | 0.0% | +3.4% | -1.7% |
| 5Y | -64.8% | +5.8% | -70.6% | -67.6% |
| 10Y | +63.0% | +75.8% | -12.8% | +16.0% |
| All | +63.0% | +78.6% | -15.6% | +16.0% |
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