+848.0%
GPC vs AEE
+885.6%
-37.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.9% |
| 7D | +0.8% | +2.3% | -1.5% | -0.2% |
| 30D | -1.1% | +11.6% | -12.7% | -5.8% |
| 3M | -6.6% | +5.5% | -12.1% | -8.9% |
| 6M | +22.2% | +6.0% | +16.2% | +19.0% |
| YTD | +5.1% | +16.6% | -11.5% | -2.0% |
| 1Y | +2.8% | +12.1% | -9.2% | -2.5% |
| 3Y | +2.4% | +64.2% | -61.9% | -18.9% |
| 5Y | +7.8% | +59.1% | -51.3% | -14.3% |
| 10Y | +87.2% | +210.2% | -123.0% | +9.7% |
| All | +848.0% | +885.6% | -37.6% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling