+75.8%
GPC vs EFV
+161.2%
-85.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -1.0% | -1.1% | -1.2% |
| 30D | -4.5% | +3.1% | -7.6% | -7.1% |
| 3M | -7.7% | -1.2% | -6.4% | -6.7% |
| 6M | +24.3% | +5.6% | +18.7% | +18.3% |
| YTD | +3.5% | +15.8% | -12.3% | -9.6% |
| 1Y | +0.7% | +20.0% | -19.3% | -14.8% |
| 3Y | 0.0% | +91.0% | -91.0% | -44.9% |
| 5Y | +5.8% | +93.7% | -87.8% | -43.1% |
| 10Y | +75.8% | +160.9% | -85.2% | -32.4% |
| All | +75.8% | +161.2% | -85.4% | -32.4% |
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