+1,407.3%
GPC vs DAR
+1,373.4%
+33.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +0.4% | -3.8% | +4.2% | +0.6% |
| 30D | -1.8% | -14.4% | +12.6% | -0.9% |
| 3M | -6.6% | -17.9% | +11.3% | -5.6% |
| 6M | +21.3% | -18.3% | +39.6% | +22.5% |
| YTD | +4.3% | +43.2% | -39.0% | +1.6% |
| 1Y | +3.3% | +57.7% | -54.5% | 0.0% |
| 3Y | +0.8% | +22.7% | -22.0% | -1.8% |
| 5Y | +7.4% | -34.0% | +41.4% | +7.9% |
| 10Y | +79.2% | +279.5% | -200.2% | +63.8% |
| All | +1,407.3% | +1,373.4% | +33.9% | +1,192.2% |
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