+2,121.1%
GAP vs GPC
+2,071.6%
+49.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.2% |
| 7D | -3.8% | +1.6% | -5.3% | -4.7% |
| 30D | -9.0% | -2.1% | -6.9% | -7.9% |
| 3M | +5.5% | -6.8% | +12.3% | +10.3% |
| 6M | -11.1% | +18.6% | -29.7% | -22.6% |
| YTD | -13.6% | +2.7% | -16.2% | -18.3% |
| 1Y | -2.9% | +1.8% | -4.6% | -7.6% |
| 3Y | +69.6% | +1.1% | +68.6% | +55.8% |
| 5Y | +5.4% | +4.1% | +1.3% | -3.9% |
| 10Y | +17.8% | +88.2% | -70.4% | -26.3% |
| All | +2,121.1% | +2,071.6% | +49.5% | +253.3% |
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