+188.3%
GPC vs FIVE
+822.5%
-634.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | -2.1% | +17.7% | -19.7% | -5.5% |
| 3M | -6.8% | +4.0% | -10.8% | -7.9% |
| 6M | +18.6% | +2.6% | +16.0% | +16.9% |
| YTD | +2.7% | +27.6% | -24.9% | -4.1% |
| 1Y | +1.8% | +59.9% | -58.2% | -9.6% |
| 3Y | +1.1% | +35.8% | -34.7% | -12.3% |
| 5Y | +4.1% | +14.4% | -10.4% | -8.9% |
| 10Y | +88.2% | +576.1% | -487.9% | +9.6% |
| All | +188.3% | +822.5% | -634.2% | +58.5% |
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