-16.4%
GFS vs GPC
+7.0%
-23.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.8% |
| 7D | -7.8% | +1.6% | -9.4% | -8.6% |
| 30D | -19.7% | -2.1% | -17.6% | -19.3% |
| 3M | -23.1% | -6.8% | -16.3% | -21.0% |
| 6M | -46.4% | +18.6% | -65.0% | -52.9% |
| YTD | +11.0% | +2.7% | +8.4% | +4.1% |
| 1Y | +12.6% | +1.8% | +10.9% | +5.9% |
| 3Y | -24.9% | +1.1% | -26.0% | -33.8% |
| 5Y | -39.1% | +4.1% | -43.1% | -51.8% |
| All | -16.4% | +7.0% | -23.4% | -36.3% |
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 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