+2,284.7%
GPC vs COO
+5,988.7%
-3,704.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.2% | -2.2% | +3.4% | +1.4% |
| 30D | +6.0% | -7.0% | +13.0% | +6.5% |
| 3M | +42.6% | +12.2% | +30.4% | +41.5% |
| 6M | +22.8% | -15.1% | +37.9% | +24.1% |
| YTD | +15.5% | -15.1% | +30.5% | +16.7% |
| 1Y | +2.0% | +2.3% | -0.3% | +1.9% |
| 3Y | -1.4% | -23.7% | +22.2% | -0.1% |
| 5Y | +30.6% | -38.9% | +69.5% | +33.8% |
| 10Y | +80.6% | +49.9% | +30.7% | +76.4% |
| All | +2,284.7% | +5,988.7% | -3,704.0% | +2,041.9% |
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