+87.2%
GPC vs FIVE
+596.6%
-509.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.0% |
| 7D | +0.8% | +6.2% | -5.4% | -0.6% |
| 30D | -1.1% | +18.2% | -19.3% | -5.0% |
| 3M | -6.6% | +3.8% | -10.5% | -7.8% |
| 6M | +22.2% | +13.7% | +8.5% | +17.4% |
| YTD | +5.1% | +34.7% | -29.7% | -4.0% |
| 1Y | +2.8% | +66.6% | -63.8% | -10.9% |
| 3Y | +2.4% | +44.3% | -41.9% | -13.6% |
| 5Y | +7.8% | +18.8% | -11.0% | -7.4% |
| 10Y | +87.2% | +569.2% | -482.0% | -7.9% |
| All | +87.2% | +596.6% | -509.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling