+6,438.2%
EW vs GPC
+1,301.4%
+5,136.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.8% |
| 30D | +1.0% | +6.0% | -4.9% | -1.0% |
| 3M | +2.8% | +42.6% | -39.8% | -9.5% |
| 6M | +5.5% | +22.8% | -17.3% | -2.6% |
| YTD | +5.5% | +15.5% | -10.0% | -1.6% |
| 1Y | +11.0% | +2.0% | +9.0% | +8.1% |
| 3Y | +17.7% | -1.4% | +19.1% | +11.8% |
| 5Y | -25.7% | +30.6% | -56.3% | -37.6% |
| 10Y | +132.8% | +80.6% | +52.2% | +63.1% |
| All | +6,438.2% | +1,301.4% | +5,136.8% | +2,701.8% |
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