+85.7%
GME vs GPC
+1.0%
+84.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.2% |
| 7D | +3.7% | +1.6% | +2.1% | +3.4% |
| 30D | +2.2% | -2.1% | +4.3% | +2.5% |
| 3M | +30.6% | -6.8% | +37.4% | +32.1% |
| 6M | -0.2% | +18.6% | -18.8% | -4.0% |
| YTD | +25.1% | +2.7% | +22.4% | +23.2% |
| 1Y | +17.7% | +1.8% | +15.9% | +16.0% |
| 3Y | +85.7% | +1.1% | +84.6% | +51.6% |
| All | +85.7% | +1.0% | +84.7% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling