+211.8%
GLD vs GPC
+78.6%
+133.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | -4.4% | -4.5% | +0.1% | -4.4% |
| 3M | -8.9% | -7.7% | -1.2% | -8.8% |
| 6M | -16.0% | +24.3% | -40.3% | -16.3% |
| YTD | -7.9% | +3.5% | -11.3% | -8.0% |
| 1Y | -3.9% | +0.7% | -4.6% | -4.0% |
| 3Y | +103.4% | 0.0% | +103.4% | +103.0% |
| 5Y | +109.7% | +5.8% | +103.9% | +109.3% |
| 10Y | +211.8% | +75.8% | +136.1% | +201.8% |
| All | +211.8% | +78.6% | +133.3% | +201.8% |
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