+570.3%
GH vs GPC
+0.2%
+570.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +0.6% | +0.4% | +0.1% | +0.5% |
| 30D | -6.9% | -6.3% | -0.6% | -5.7% |
| 3M | -4.9% | -8.2% | +3.2% | -3.3% |
| 6M | +54.1% | +27.1% | +27.0% | +42.1% |
| YTD | +48.5% | +3.1% | +45.4% | +42.0% |
| 1Y | +61.2% | +0.1% | +61.1% | +55.4% |
| 3Y | +570.3% | +0.2% | +570.1% | +457.5% |
| All | +570.3% | +0.2% | +570.2% | +457.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling