+0.2%
GPC vs FIVE
+63.0%
-62.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | -6.0% | +15.8% | -21.9% | -7.2% |
| 3M | -7.6% | +3.8% | -11.4% | -8.0% |
| 6M | +24.2% | +18.5% | +5.7% | +22.5% |
| YTD | +2.7% | +31.2% | -28.5% | 0.0% |
| 1Y | +0.2% | +61.8% | -61.7% | -8.5% |
| All | +0.2% | +63.0% | -62.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling