+436.6%
GE vs GPC
+30.9%
+405.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -11.6% | +6.0% | -17.5% | -13.3% |
| 3M | +3.0% | +42.6% | -39.6% | -9.3% |
| 6M | -0.5% | +22.8% | -23.3% | -8.1% |
| YTD | +9.7% | +15.5% | -5.7% | +1.9% |
| 1Y | +20.0% | +2.0% | +18.0% | +16.4% |
| 3Y | +275.8% | -1.4% | +277.3% | +259.2% |
| All | +436.6% | +30.9% | +405.7% | +305.5% |
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