+2,020.8%
GPC vs COO
+5,356.1%
-3,335.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | +1.6% | +4.7% | -3.1% | +1.2% |
| 30D | -2.1% | +13.9% | -16.0% | -3.0% |
| 3M | -6.8% | -14.9% | +8.1% | -5.9% |
| 6M | +18.6% | +2.0% | +16.6% | +18.3% |
| YTD | +2.7% | -23.9% | +26.6% | +4.5% |
| 1Y | +1.8% | -9.6% | +11.4% | +2.4% |
| 3Y | +1.1% | -25.4% | +26.5% | +2.5% |
| 5Y | +4.1% | -41.2% | +45.2% | +6.8% |
| 10Y | +88.2% | +42.1% | +46.2% | +84.6% |
| All | +2,020.8% | +5,356.1% | -3,335.3% | +1,816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling