+80.5%
GM vs GPC
+30.9%
+49.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.7% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -4.6% | +1.3% | -5.9% | -5.1% |
| 3M | +0.2% | +37.1% | -36.9% | -13.0% |
| 6M | +12.6% | +23.2% | -10.6% | +2.1% |
| YTD | +3.7% | +13.1% | -9.4% | -3.9% |
| 1Y | +45.6% | +0.9% | +44.8% | +42.0% |
| 3Y | +162.0% | -0.8% | +162.8% | +144.3% |
| 5Y | +80.5% | +31.1% | +49.4% | +25.1% |
| All | +80.5% | +30.9% | +49.6% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling