+7.8%
GPC vs EFV
+92.7%
-84.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +0.4% |
| 7D | +0.8% | +1.7% | -0.9% | -0.4% |
| 30D | -1.1% | +3.4% | -4.5% | -3.4% |
| 3M | -6.6% | -1.7% | -5.0% | -5.6% |
| 6M | +22.2% | +6.4% | +15.8% | +16.9% |
| YTD | +5.1% | +16.3% | -11.2% | -5.8% |
| 1Y | +2.8% | +22.9% | -20.1% | -11.3% |
| 3Y | +2.4% | +92.8% | -90.5% | -35.0% |
| 5Y | +7.8% | +93.5% | -85.7% | -31.0% |
| All | +7.8% | +92.7% | -84.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling