+233.0%
GM vs GPC
+87.0%
+146.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.3% |
| 7D | -1.1% | -1.8% | +0.7% | -0.1% |
| 30D | -3.4% | +0.1% | -3.5% | -3.6% |
| 3M | +8.7% | +37.4% | -28.7% | -10.4% |
| 6M | +15.4% | +25.4% | -10.0% | 0.0% |
| YTD | +6.6% | +12.2% | -5.6% | -3.3% |
| 1Y | +51.5% | -0.3% | +51.8% | +47.2% |
| 3Y | +169.3% | -1.6% | +170.9% | +146.9% |
| 5Y | +81.6% | +31.0% | +50.6% | +35.7% |
| All | +233.0% | +87.0% | +146.0% | +88.7% |
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