+72.4%
GPC vs ACM
+132.6%
-60.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | +0.4% | +5.6% | -5.2% | -1.9% |
| 30D | -6.3% | +20.8% | -27.1% | -13.5% |
| 3M | -8.2% | +11.4% | -19.6% | -12.7% |
| 6M | +27.1% | +0.9% | +26.1% | +25.0% |
| YTD | +3.1% | -24.8% | +27.9% | +13.4% |
| 1Y | +0.1% | -46.4% | +46.5% | +27.9% |
| 3Y | +0.2% | -9.2% | +9.4% | -1.7% |
| 5Y | +4.9% | +5.0% | -0.1% | -5.4% |
| All | +72.4% | +132.6% | -60.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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