+461.3%
GME vs GPC
+74.9%
+386.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | -4.8% | -6.3% | +1.5% | -2.0% |
| 3M | +39.2% | -8.2% | +47.4% | +44.5% |
| 6M | +17.1% | +27.1% | -10.0% | +1.6% |
| YTD | +28.7% | +3.1% | +25.6% | +22.2% |
| 1Y | +23.3% | +0.1% | +23.3% | +18.8% |
| 3Y | +112.9% | +0.2% | +112.7% | +93.5% |
| 5Y | -48.8% | +4.9% | -53.7% | -54.2% |
| All | +461.3% | +74.9% | +386.4% | +256.2% |
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