+31.1%
GPC vs BG
+84.9%
-53.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +1.3% | +10.3% | -9.0% | -0.9% |
| 3M | +37.1% | -1.9% | +39.0% | +37.1% |
| 6M | +23.2% | +5.2% | +17.9% | +20.8% |
| YTD | +13.1% | +41.2% | -28.1% | +3.0% |
| 1Y | +0.9% | +50.5% | -49.7% | -9.9% |
| 3Y | -0.8% | +19.9% | -20.7% | -8.2% |
| 5Y | +31.1% | +86.7% | -55.6% | -1.8% |
| All | +31.1% | +84.9% | -53.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling