-36.4%
GLXY vs GPC
+3.6%
-40.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +6.2% |
| 7D | -0.5% | +0.8% | -1.4% | -0.6% |
| 30D | -28.6% | -1.1% | -27.5% | -28.5% |
| 3M | -28.1% | -6.6% | -21.4% | -27.7% |
| 6M | -52.0% | +22.2% | -74.2% | -55.1% |
| YTD | -35.1% | +5.1% | -40.2% | -39.1% |
| 1Y | -54.0% | +2.8% | -56.8% | -56.4% |
| All | -36.4% | +3.6% | -40.0% | -40.1% |
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