+1,582.2%
EL vs GPC
+1,326.4%
+255.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.5% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | +19.8% | +6.0% | +13.9% | +16.8% |
| 3M | +25.7% | +42.6% | -16.9% | +5.6% |
| 6M | +5.4% | +22.8% | -17.3% | -5.4% |
| YTD | +0.2% | +15.5% | -15.2% | -8.5% |
| 1Y | +20.4% | +2.0% | +18.4% | +16.4% |
| 3Y | -32.1% | -1.4% | -30.7% | -35.0% |
| 5Y | -67.2% | +30.6% | -97.8% | -72.5% |
| 10Y | +31.7% | +80.6% | -48.9% | -10.7% |
| All | +1,582.2% | +1,326.4% | +255.8% | +386.6% |
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