+643.2%
GEV vs GPC
-5.1%
+648.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.3% |
| 7D | +8.1% | +0.2% | +7.9% | +8.1% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | +4.1% | +39.2% | -35.1% | +0.8% |
| 6M | +23.2% | +18.2% | +5.0% | +20.6% |
| YTD | +48.9% | +12.1% | +36.8% | +45.5% |
| 1Y | +62.2% | -0.7% | +62.9% | +60.1% |
| All | +643.2% | -5.1% | +648.2% | +640.9% |
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 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