+192.1%
GPC vs FIVE
+826.1%
-634.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.7% |
| 7D | +1.7% | -1.7% | +3.4% | +2.0% |
| 30D | -2.3% | +14.9% | -17.2% | -5.2% |
| 3M | -4.5% | +7.6% | -12.1% | -6.3% |
| 6M | +21.6% | +6.4% | +15.1% | +18.9% |
| YTD | +4.0% | +28.1% | -24.0% | -2.9% |
| 1Y | +3.5% | +54.7% | -51.2% | -7.4% |
| 3Y | +2.1% | +36.1% | -33.9% | -11.4% |
| 5Y | +5.5% | +14.9% | -9.4% | -7.8% |
| 10Y | +90.7% | +578.8% | -488.1% | +11.0% |
| All | +192.1% | +826.1% | -634.0% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling