+265.3%
GME vs GPC
+83.6%
+181.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.9% |
| 7D | +4.8% | -0.6% | +5.5% | +5.2% |
| 30D | +5.9% | +1.3% | +4.6% | +5.1% |
| 3M | -10.7% | +37.1% | -47.8% | -24.8% |
| 6M | -19.8% | +23.2% | -43.0% | -29.1% |
| YTD | -0.9% | +13.1% | -14.0% | -9.8% |
| 1Y | -15.7% | +0.9% | -16.5% | -18.6% |
| 3Y | +12.3% | -0.8% | +13.1% | +4.0% |
| 5Y | -60.1% | +31.1% | -91.2% | -68.1% |
| 10Y | +265.3% | +87.4% | +177.9% | +120.5% |
| All | +265.3% | +83.6% | +181.7% | +120.5% |
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