+87.4%
GPC vs EFV
+162.1%
-74.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.2% |
| 30D | +1.3% | 0.0% | +1.3% | +1.3% |
| 3M | +37.1% | +8.4% | +28.7% | +27.6% |
| 6M | +23.2% | +12.3% | +10.8% | +11.0% |
| YTD | +13.1% | +17.4% | -4.3% | -2.3% |
| 1Y | +0.9% | +27.1% | -26.3% | -18.8% |
| 3Y | -0.8% | +90.7% | -91.5% | -45.0% |
| 5Y | +31.1% | +95.6% | -64.5% | -29.9% |
| 10Y | +87.4% | +165.3% | -77.9% | -28.0% |
| All | +87.4% | +162.1% | -74.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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