+615.0%
F vs GPC
+2,341.8%
-1,726.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.7% |
| 7D | +5.3% | +1.2% | +4.1% | +4.5% |
| 30D | +4.6% | +6.0% | -1.4% | +0.7% |
| 3M | -3.7% | +42.6% | -46.3% | -25.2% |
| 6M | +16.8% | +22.8% | -5.9% | -0.4% |
| YTD | +15.3% | +15.5% | -0.2% | +0.7% |
| 1Y | +31.0% | +2.0% | +29.0% | +24.0% |
| 3Y | +45.4% | -1.4% | +46.9% | +33.4% |
| 5Y | +54.7% | +30.6% | +24.1% | +17.5% |
| 10Y | +98.2% | +80.6% | +17.6% | +14.4% |
| All | +615.0% | +2,341.8% | -1,726.8% | -0.7% |
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