+37.7%
GPC vs ALC
+30.3%
+7.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +0.4% | +2.3% | -2.0% | -0.6% |
| 30D | -1.8% | +15.5% | -17.3% | -7.5% |
| 3M | -6.6% | +0.6% | -7.2% | -7.1% |
| 6M | +21.3% | +18.4% | +2.9% | +13.1% |
| YTD | +4.3% | -5.6% | +9.8% | +5.2% |
| 1Y | +3.3% | 0.0% | +3.2% | +1.6% |
| 3Y | +0.8% | +2.8% | -2.0% | -5.4% |
| 5Y | +7.4% | -8.8% | +16.2% | +4.9% |
| All | +37.7% | +30.3% | +7.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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