+32.8%
GPC vs FIVE
+31.2%
+1.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.3% |
| 7D | +1.2% | +4.3% | -3.1% | +0.5% |
| 30D | +6.0% | +12.5% | -6.5% | +3.9% |
| 3M | +42.6% | +31.2% | +11.4% | +36.4% |
| 6M | +22.8% | +14.4% | +8.4% | +19.3% |
| YTD | +15.5% | +33.9% | -18.4% | +9.1% |
| 1Y | +2.0% | +65.1% | -63.0% | -7.2% |
| 3Y | -1.4% | +49.0% | -50.4% | -11.3% |
| All | +32.8% | +31.2% | +1.6% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling