+1,032.6%
GME vs GPC
+772.6%
+260.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +7.2% | +1.2% | +6.0% | +6.4% |
| 30D | +0.8% | +6.0% | -5.2% | -2.8% |
| 3M | -14.0% | +42.6% | -56.6% | -31.9% |
| 6M | -19.7% | +22.8% | -42.5% | -31.0% |
| YTD | -4.6% | +15.5% | -20.0% | -16.1% |
| 1Y | -14.3% | +2.0% | -16.4% | -18.9% |
| 3Y | +4.0% | -1.4% | +5.4% | -5.4% |
| 5Y | -62.2% | +30.6% | -92.8% | -71.2% |
| 10Y | +241.4% | +80.6% | +160.7% | +92.0% |
| All | +1,032.6% | +772.6% | +260.0% | +69.0% |
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