-15.1%
F vs GPC
+7.9%
-23.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.5% |
| 7D | -0.6% | +0.8% | -1.5% | -1.0% |
| 30D | +2.9% | -1.1% | +4.0% | +3.3% |
| 3M | -9.5% | -6.6% | -2.8% | -6.5% |
| 6M | +4.0% | +22.2% | -18.2% | -7.9% |
| YTD | -1.3% | +5.1% | -6.3% | -7.1% |
| 1Y | -1.9% | +2.8% | -4.7% | -6.7% |
| 3Y | +53.5% | +2.4% | +51.1% | +36.3% |
| 5Y | -15.1% | +7.8% | -22.9% | -35.1% |
| All | -15.1% | +7.9% | -23.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling