+382.5%
GH vs GPC
+61.2%
+321.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -7.2% | -1.8% | -5.4% | -6.9% |
| 3M | -7.1% | -6.6% | -0.5% | -5.3% |
| 6M | +62.3% | +21.3% | +41.0% | +48.3% |
| YTD | +52.1% | +4.3% | +47.8% | +45.0% |
| 1Y | +58.6% | +3.3% | +55.4% | +51.5% |
| 3Y | +619.9% | +0.8% | +619.1% | +571.6% |
| 5Y | +49.7% | +7.4% | +42.3% | +36.5% |
| All | +382.5% | +61.2% | +321.2% | +267.0% |
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