+1.1%
GPC vs FIVE
+34.8%
-33.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | -2.1% | +17.7% | -19.7% | -3.5% |
| 3M | -6.8% | +4.0% | -10.8% | -7.2% |
| 6M | +18.6% | +2.6% | +16.0% | +17.9% |
| YTD | +2.7% | +27.6% | -24.9% | -0.2% |
| 1Y | +1.8% | +59.9% | -58.2% | -3.2% |
| 3Y | +1.1% | +35.8% | -34.7% | -10.1% |
| All | +1.1% | +34.8% | -33.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling