+233.4%
EQX vs GPC
+77.4%
+155.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.9% |
| 7D | -7.0% | -1.8% | -5.3% | -6.8% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | +25.6% | +37.4% | -11.7% | +20.2% |
| 6M | -25.8% | +25.4% | -51.3% | -28.3% |
| YTD | -12.7% | +12.2% | -24.9% | -14.6% |
| 1Y | +14.1% | -0.3% | +14.4% | +13.1% |
| 3Y | +165.7% | -1.6% | +167.3% | +160.5% |
| 5Y | +81.2% | +31.0% | +50.3% | +74.0% |
| All | +233.4% | +77.4% | +155.9% | +244.3% |
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