+97.2%
GD vs GPC
+30.9%
+66.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -5.3% | +1.2% | -6.5% | -5.5% |
| 30D | -6.4% | +6.0% | -12.4% | -7.8% |
| 3M | +5.7% | +42.6% | -36.9% | -3.8% |
| 6M | -0.9% | +22.8% | -23.7% | -6.5% |
| YTD | +8.2% | +15.5% | -7.3% | +3.0% |
| 1Y | +13.4% | +2.0% | +11.4% | +11.5% |
| 3Y | +68.5% | -1.4% | +69.9% | +63.4% |
| All | +97.2% | +30.9% | +66.3% | +72.4% |
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