+1,568.9%
GPC vs DAR
+1,762.6%
-193.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.2% | +1.4% | -0.2% | +1.1% |
| 30D | +6.0% | +12.8% | -6.8% | +5.1% |
| 3M | +42.6% | +7.4% | +35.3% | +41.8% |
| 6M | +22.8% | +22.3% | +0.5% | +20.9% |
| YTD | +15.5% | +81.1% | -65.6% | +11.0% |
| 1Y | +2.0% | +106.5% | -104.4% | -2.8% |
| 3Y | -1.4% | +5.3% | -6.7% | -3.0% |
| 5Y | +30.6% | -11.5% | +42.1% | +29.0% |
| 10Y | +80.6% | +353.3% | -272.7% | +63.1% |
| All | +1,568.9% | +1,762.6% | -193.7% | +1,311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling