+238.8%
EQX vs GPC
+76.8%
+162.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -3.2% | -3.2% | 0.0% | -2.8% |
| 30D | +7.8% | +0.5% | +7.2% | +7.7% |
| 3M | +21.3% | +31.7% | -10.4% | +16.7% |
| 6M | -22.4% | +24.7% | -47.1% | -24.9% |
| YTD | -11.3% | +11.8% | -23.1% | -13.1% |
| 1Y | +13.5% | -3.0% | +16.5% | +12.8% |
| 3Y | +162.1% | -1.1% | +163.2% | +156.8% |
| 5Y | +84.2% | +30.5% | +53.7% | +77.0% |
| All | +238.8% | +76.8% | +162.0% | +250.1% |
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