+0.7%
GPC vs FIVE
+66.9%
-66.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -4.5% | +17.4% | -21.9% | -5.8% |
| 3M | -7.7% | +7.0% | -14.7% | -8.3% |
| 6M | +24.3% | +20.5% | +3.8% | +22.4% |
| YTD | +3.5% | +33.1% | -29.6% | +0.6% |
| 1Y | +0.7% | +67.1% | -66.3% | -7.9% |
| All | +0.7% | +66.9% | -66.2% | -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 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