+0.2%
GPC vs EXEL
+230.5%
-230.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +0.4% | -0.8% | +1.3% | +0.6% |
| 30D | -6.3% | +13.1% | -19.4% | -8.0% |
| 3M | -8.2% | +36.3% | -44.5% | -12.3% |
| 6M | +27.1% | +34.5% | -7.4% | +21.5% |
| YTD | +3.1% | +57.4% | -54.3% | -3.9% |
| 1Y | +0.1% | +62.9% | -62.9% | -7.2% |
| 3Y | +0.2% | +229.5% | -229.3% | -17.2% |
| All | +0.2% | +230.5% | -230.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling