+831.2%
GPC vs BG
+1,131.5%
-300.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +1.2% | +2.8% | -1.6% | +0.5% |
| 30D | +6.0% | +12.0% | -6.1% | +3.1% |
| 3M | +42.6% | -7.7% | +50.3% | +44.6% |
| 6M | +22.8% | +4.5% | +18.3% | +20.5% |
| YTD | +15.5% | +35.7% | -20.2% | +6.5% |
| 1Y | +2.0% | +50.1% | -48.0% | -8.4% |
| 3Y | -1.4% | +12.6% | -14.0% | -6.4% |
| 5Y | +30.6% | +75.4% | -44.8% | +9.8% |
| 10Y | +80.6% | +150.5% | -69.9% | +33.8% |
| All | +831.2% | +1,131.5% | -300.3% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling