+67.2%
F vs GPC
+74.2%
-7.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.4% |
| 7D | -3.9% | -1.3% | -2.6% | -3.1% |
| 30D | -0.5% | -6.0% | +5.6% | +3.1% |
| 3M | -12.9% | -7.6% | -5.3% | -9.0% |
| 6M | +1.5% | +24.2% | -22.7% | -13.1% |
| YTD | -5.0% | +2.7% | -7.7% | -10.3% |
| 1Y | -7.3% | +0.2% | -7.5% | -11.2% |
| 3Y | +45.3% | -0.8% | +46.0% | +32.6% |
| 5Y | -15.8% | +4.4% | -20.2% | -26.4% |
| All | +67.2% | +74.2% | -7.0% | -3.8% |
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