-0.2%
GAP vs GPC
+74.2%
-74.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.7% |
| 7D | -5.2% | -1.3% | -3.9% | -4.1% |
| 30D | -6.9% | -6.0% | -0.9% | -2.1% |
| 3M | +5.7% | -7.6% | +13.3% | +12.4% |
| 6M | +0.9% | +24.2% | -23.3% | -18.7% |
| YTD | -14.5% | +2.7% | -17.2% | -21.0% |
| 1Y | -12.1% | +0.2% | -12.3% | -16.9% |
| 3Y | +72.2% | -0.8% | +72.9% | +52.7% |
| 5Y | +4.5% | +4.4% | +0.1% | -12.3% |
| All | -0.2% | +74.2% | -74.4% | -53.0% |
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