+401.3%
GH vs GPC
+78.5%
+322.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -0.1% | +1.2% | -1.3% | -0.5% |
| 30D | -1.1% | +6.0% | -7.1% | -3.2% |
| 3M | +21.3% | +42.6% | -21.3% | +4.7% |
| 6M | +73.5% | +22.8% | +50.8% | +58.5% |
| YTD | +58.0% | +15.5% | +42.6% | +45.8% |
| 1Y | +163.1% | +2.0% | +161.0% | +153.7% |
| 3Y | +361.0% | -1.4% | +362.5% | +337.7% |
| 5Y | +22.5% | +30.6% | -8.1% | +4.7% |
| All | +401.3% | +78.5% | +322.8% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling