+1,076.5%
GPC vs EXEL
+340.0%
+736.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -2.1% | +19.0% | -21.1% | -3.7% |
| 3M | -6.8% | +33.3% | -40.1% | -9.3% |
| 6M | +18.6% | +42.9% | -24.3% | +14.5% |
| YTD | +2.7% | +58.7% | -56.1% | -2.0% |
| 1Y | +1.8% | +70.5% | -68.7% | -3.5% |
| 3Y | +1.1% | +233.8% | -232.8% | -10.8% |
| 5Y | +4.1% | +259.3% | -255.3% | -9.5% |
| 10Y | +88.2% | +484.1% | -395.9% | +50.3% |
| All | +1,076.5% | +340.0% | +736.5% | +643.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling