+183.8%
EXC vs GPC
+93.7%
+90.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | -0.8% |
| 7D | -1.7% | +0.8% | -2.6% | -2.0% |
| 30D | +9.3% | -1.1% | +10.4% | +9.6% |
| 3M | +1.0% | -6.6% | +7.7% | +3.3% |
| 6M | +5.9% | +22.2% | -16.3% | -2.2% |
| YTD | +7.6% | +5.1% | +2.6% | +3.5% |
| 1Y | +2.4% | +2.8% | -0.4% | -0.9% |
| 3Y | +30.2% | +2.4% | +27.9% | +21.2% |
| 5Y | +41.4% | +7.8% | +33.6% | +24.7% |
| 10Y | +183.8% | +87.2% | +96.5% | +85.8% |
| All | +183.8% | +93.7% | +90.0% | +85.8% |
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 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