-62.0%
GME vs GPC
+29.0%
-91.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | -15.1% | +39.2% | -54.3% | -27.8% |
| 6M | -22.5% | +18.2% | -40.7% | -29.2% |
| YTD | -5.9% | +12.1% | -18.0% | -13.1% |
| 1Y | -18.6% | -0.7% | -18.0% | -20.0% |
| 3Y | +6.7% | -1.7% | +8.3% | -0.3% |
| 5Y | -62.0% | +29.3% | -91.3% | -73.9% |
| All | -62.0% | +29.0% | -91.0% | -73.9% |
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