+45.9%
EQIX vs GPC
+4.3%
+41.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.1% | +0.4% | +3.6% | +4.0% |
| 30D | +5.8% | -6.3% | +12.1% | +7.4% |
| 3M | -1.4% | -8.2% | +6.8% | +0.5% |
| 6M | -1.2% | +27.1% | -28.3% | -8.7% |
| YTD | +39.6% | +3.1% | +36.5% | +35.5% |
| 1Y | +36.8% | +0.1% | +36.8% | +34.0% |
| 3Y | +47.3% | +0.2% | +47.0% | +38.0% |
| All | +45.9% | +4.3% | +41.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling