+86.2%
GPC vs DAR
+268.8%
-182.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.6% | -9.9% | +11.5% | +4.2% |
| 30D | -2.1% | -16.4% | +14.3% | +2.2% |
| 3M | -6.8% | -17.1% | +10.3% | -3.0% |
| 6M | +18.6% | -20.5% | +39.1% | +24.2% |
| YTD | +2.7% | +39.4% | -36.7% | -8.0% |
| 1Y | +1.8% | +57.2% | -55.5% | -11.8% |
| 3Y | +1.1% | +13.9% | -12.8% | -8.8% |
| 5Y | +4.1% | -40.8% | +44.9% | +10.4% |
| All | +86.2% | +268.8% | -182.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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