+1,243.3%
ES vs GPC
+2,341.8%
-1,098.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +0.3% | +1.2% | -0.9% | -0.1% |
| 30D | -2.0% | +6.0% | -7.9% | -3.6% |
| 3M | +1.7% | +42.6% | -41.0% | -8.5% |
| 6M | -3.5% | +22.8% | -26.3% | -9.7% |
| YTD | +7.9% | +15.5% | -7.5% | +2.2% |
| 1Y | +17.2% | +2.0% | +15.1% | +14.8% |
| 3Y | +29.3% | -1.4% | +30.7% | +25.2% |
| 5Y | -5.7% | +30.6% | -36.3% | -16.8% |
| 10Y | +85.2% | +80.6% | +4.6% | +40.9% |
| All | +1,243.3% | +2,341.8% | -1,098.5% | +490.7% |
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