+87.2%
GPC vs DAR
+288.2%
-201.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.3% | +1.2% |
| 7D | +0.8% | -2.8% | +3.6% | +1.5% |
| 30D | -1.1% | -12.8% | +11.7% | +2.2% |
| 3M | -6.6% | -11.6% | +4.9% | -4.3% |
| 6M | +22.2% | -16.8% | +39.0% | +26.5% |
| YTD | +5.1% | +45.9% | -40.9% | -6.9% |
| 1Y | +2.8% | +61.5% | -58.7% | -11.5% |
| 3Y | +2.4% | +23.0% | -20.6% | -9.6% |
| 5Y | +7.8% | -35.8% | +43.6% | +11.6% |
| 10Y | +87.2% | +280.4% | -193.1% | -0.1% |
| All | +87.2% | +288.2% | -201.0% | -0.1% |
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