+235.5%
EW vs GPC
+85.6%
+149.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | +11.0% | +1.6% | +9.4% | +10.4% |
| 30D | +19.1% | -2.1% | +21.2% | +19.7% |
| 3M | +14.4% | -6.8% | +21.2% | +16.7% |
| 6M | +22.8% | +18.6% | +4.2% | +15.3% |
| YTD | +19.8% | +2.7% | +17.1% | +16.2% |
| 1Y | +23.9% | +1.8% | +22.1% | +20.5% |
| 3Y | +52.2% | +1.1% | +51.2% | +42.5% |
| 5Y | -13.9% | +4.1% | -18.0% | -22.5% |
| All | +235.5% | +85.6% | +149.9% | +129.5% |
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