+239.5%
GM vs GPC
+315.1%
-75.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +3.6% | -6.3% | +9.9% | +7.7% |
| 3M | -0.2% | -8.2% | +7.9% | +4.9% |
| 6M | +13.9% | +27.1% | -13.2% | -3.3% |
| YTD | +6.5% | +3.1% | +3.3% | +0.7% |
| 1Y | +20.7% | +0.1% | +20.6% | +16.3% |
| 3Y | +229.5% | +0.2% | +229.2% | +195.2% |
| 5Y | +41.5% | +4.9% | +36.7% | +21.0% |
| 10Y | +204.8% | +75.2% | +129.6% | +72.2% |
| All | +239.5% | +315.1% | -75.5% | -8.8% |
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 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