+72.4%
GPC vs BG
+111.0%
-38.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +0.4% | +2.6% | -2.1% | -0.3% |
| 30D | -6.3% | -6.7% | +0.4% | -4.5% |
| 3M | -8.2% | -9.3% | +1.1% | -5.9% |
| 6M | +27.1% | -18.3% | +45.4% | +33.5% |
| YTD | +3.1% | +16.2% | -13.1% | -3.6% |
| 1Y | +0.1% | +7.6% | -7.5% | -4.1% |
| 3Y | +0.2% | +6.6% | -6.3% | -5.8% |
| 5Y | +4.9% | +22.2% | -17.3% | -9.0% |
| All | +72.4% | +111.0% | -38.6% | +6.4% |
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