+82.9%
GPC vs BG
+171.4%
-88.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.8% | +3.7% | -5.5% | -2.9% |
| 30D | +0.1% | +12.3% | -12.3% | -3.5% |
| 3M | +37.4% | -2.2% | +39.6% | +37.4% |
| 6M | +25.4% | +5.3% | +20.1% | +22.1% |
| YTD | +12.2% | +42.4% | -30.2% | -0.7% |
| 1Y | -0.3% | +55.2% | -55.5% | -14.6% |
| 3Y | -1.6% | +21.0% | -22.6% | -10.3% |
| 5Y | +31.0% | +87.1% | -56.2% | -0.5% |
| All | +82.9% | +171.4% | -88.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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