+1,222.9%
GPC vs EXEL
+273.2%
+949.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.2% | +8.4% | -7.2% | +0.4% |
| 30D | +6.0% | +4.1% | +1.9% | +5.5% |
| 3M | +42.6% | +12.4% | +30.2% | +41.0% |
| 6M | +22.8% | +41.5% | -18.8% | +18.7% |
| YTD | +15.5% | +34.6% | -19.2% | +12.0% |
| 1Y | +2.0% | +57.9% | -55.8% | -2.6% |
| 3Y | -1.4% | +159.5% | -160.9% | -11.0% |
| 5Y | +30.6% | +198.5% | -167.9% | +15.5% |
| 10Y | +80.6% | +411.4% | -330.7% | +45.6% |
| All | +1,222.9% | +273.2% | +949.7% | +749.1% |
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