+14.6%
GAP vs GPC
+93.7%
-79.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +1.5% |
| 7D | 0.0% | +0.8% | -0.8% | -0.5% |
| 30D | -4.3% | -1.1% | -3.2% | -3.7% |
| 3M | +9.4% | -6.6% | +16.0% | +15.3% |
| 6M | -3.3% | +22.2% | -25.5% | -20.8% |
| YTD | -10.5% | +5.1% | -15.6% | -18.9% |
| 1Y | -2.4% | +2.8% | -5.2% | -9.8% |
| 3Y | +80.1% | +2.4% | +77.7% | +55.4% |
| 5Y | +6.5% | +7.8% | -1.3% | -13.3% |
| 10Y | +14.6% | +87.2% | -72.6% | -51.6% |
| All | +14.6% | +93.7% | -79.1% | -51.6% |
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