+151.2%
GE vs GPC
+74.2%
+77.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.1% |
| 7D | +5.1% | -1.3% | +6.4% | +5.8% |
| 30D | +7.6% | -6.0% | +13.6% | +11.0% |
| 3M | -9.3% | -7.6% | -1.7% | -5.7% |
| 6M | +11.5% | +24.2% | -12.7% | -1.9% |
| YTD | +7.9% | +2.7% | +5.2% | +2.7% |
| 1Y | +7.6% | +0.2% | +7.5% | +3.6% |
| 3Y | +265.9% | -0.8% | +266.6% | +235.0% |
| 5Y | +405.9% | +4.4% | +401.5% | +332.3% |
| All | +151.2% | +74.2% | +77.1% | +51.9% |
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