+75.8%
GPC vs AEE
+216.2%
-140.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -4.5% | +9.7% | -14.3% | -8.9% |
| 3M | -7.7% | +5.8% | -13.5% | -10.3% |
| 6M | +24.3% | +4.5% | +19.9% | +21.6% |
| YTD | +3.5% | +15.8% | -12.4% | -3.9% |
| 1Y | +0.7% | +10.8% | -10.0% | -4.4% |
| 3Y | 0.0% | +62.8% | -62.8% | -22.6% |
| 5Y | +5.8% | +56.1% | -50.3% | -17.5% |
| 10Y | +75.8% | +216.4% | -140.7% | +9.5% |
| All | +75.8% | +216.2% | -140.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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