+248.8%
EQIX vs GPC
+83.6%
+165.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.3% | -0.6% | +3.0% | +2.5% |
| 30D | +0.4% | +1.3% | -0.9% | 0.0% |
| 3M | -1.1% | +37.1% | -38.2% | -9.8% |
| 6M | +11.5% | +23.2% | -11.7% | +4.4% |
| YTD | +38.2% | +13.1% | +25.1% | +31.7% |
| 1Y | +36.7% | +0.9% | +35.8% | +34.3% |
| 3Y | +44.1% | -0.8% | +44.9% | +39.0% |
| 5Y | +34.8% | +31.1% | +3.7% | +20.0% |
| 10Y | +248.8% | +87.4% | +161.4% | +162.0% |
| All | +248.8% | +83.6% | +165.2% | +162.0% |
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