+1,275.7%
ES vs GPC
+2,100.6%
-824.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.5% |
| 7D | +5.9% | +1.7% | +4.2% | +5.4% |
| 30D | +10.2% | -2.3% | +12.5% | +10.8% |
| 3M | +0.4% | -4.5% | +4.9% | +1.5% |
| 6M | +6.9% | +21.6% | -14.7% | +0.4% |
| YTD | +10.5% | +4.0% | +6.5% | +7.7% |
| 1Y | +3.2% | +3.5% | -0.3% | +0.6% |
| 3Y | +49.0% | +2.1% | +46.9% | +42.9% |
| 5Y | +4.5% | +5.5% | -1.0% | -1.9% |
| 10Y | +92.3% | +90.7% | +1.6% | +44.2% |
| All | +1,275.7% | +2,100.6% | -824.9% | +522.3% |
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