+93.1%
ES vs GPC
+78.6%
+14.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +6.7% | -4.5% | +11.2% | +8.1% |
| 3M | +0.3% | -7.7% | +8.0% | +2.6% |
| 6M | +7.4% | +24.3% | -16.9% | -0.3% |
| YTD | +8.4% | +3.5% | +4.9% | +5.4% |
| 1Y | +0.6% | +0.7% | -0.1% | -1.4% |
| 3Y | +50.6% | 0.0% | +50.6% | +44.1% |
| 5Y | +4.8% | +5.8% | -1.0% | -3.2% |
| 10Y | +93.1% | +75.8% | +17.3% | +31.9% |
| All | +93.1% | +78.6% | +14.5% | +31.9% |
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