+79.8%
F vs GPC
+85.6%
-5.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +0.6% |
| 30D | +2.6% | -2.1% | +4.7% | +3.7% |
| 3M | -8.8% | -6.8% | -2.0% | -5.2% |
| 6M | +4.6% | +18.6% | -14.0% | -7.8% |
| YTD | -1.9% | +2.7% | -4.6% | -7.4% |
| 1Y | -0.8% | +1.8% | -2.5% | -5.9% |
| 3Y | +43.5% | +1.1% | +42.4% | +29.2% |
| 5Y | -12.1% | +4.1% | -16.1% | -23.0% |
| All | +79.8% | +85.6% | -5.8% | -1.5% |
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