+72.4%
GPC vs COO
+41.1%
+31.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +0.4% | +0.5% | 0.0% | +0.3% |
| 30D | -6.3% | +14.2% | -20.5% | -10.8% |
| 3M | -8.2% | -18.2% | +10.0% | -1.9% |
| 6M | +27.1% | +5.3% | +21.7% | +23.5% |
| YTD | +3.1% | -23.6% | +26.7% | +12.6% |
| 1Y | +0.1% | -12.7% | +12.7% | +3.9% |
| 3Y | +0.2% | -24.2% | +24.4% | +5.7% |
| 5Y | +4.9% | -40.0% | +44.8% | +19.4% |
| All | +72.4% | +41.1% | +31.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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