+488.6%
GPC vs EFV
+258.8%
+229.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.2% | +1.5% | -0.3% | +0.2% |
| 30D | +6.0% | +1.7% | +4.2% | +4.8% |
| 3M | +42.6% | +8.6% | +34.0% | +35.1% |
| 6M | +22.8% | +11.7% | +11.1% | +14.1% |
| YTD | +15.5% | +19.3% | -3.8% | +2.7% |
| 1Y | +2.0% | +30.2% | -28.2% | -14.3% |
| 3Y | -1.4% | +91.6% | -93.0% | -35.9% |
| 5Y | +30.6% | +96.4% | -65.8% | -17.0% |
| 10Y | +80.6% | +166.5% | -85.9% | -4.7% |
| All | +488.6% | +258.8% | +229.8% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling