+405.5%
GH vs GPC
+74.8%
+330.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | -2.6% | +1.3% | -4.0% | -3.2% |
| 3M | +25.1% | +37.1% | -12.0% | +9.6% |
| 6M | +78.5% | +23.2% | +55.3% | +62.8% |
| YTD | +59.4% | +13.1% | +46.3% | +48.1% |
| 1Y | +173.9% | +0.9% | +173.0% | +165.1% |
| 3Y | +382.7% | -0.8% | +383.5% | +356.2% |
| 5Y | +24.4% | +31.1% | -6.7% | +6.2% |
| All | +405.5% | +74.8% | +330.7% | +274.9% |
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