+224.1%
GPC vs FIVE
+868.1%
-644.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | 0.0% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | +6.0% | +12.5% | -6.5% | +3.2% |
| 3M | +42.6% | +31.2% | +11.4% | +34.2% |
| 6M | +22.8% | +14.4% | +8.4% | +18.1% |
| YTD | +15.5% | +33.9% | -18.4% | +7.0% |
| 1Y | +2.0% | +65.1% | -63.0% | -10.1% |
| 3Y | -1.4% | +49.0% | -50.4% | -16.2% |
| 5Y | +30.6% | +30.3% | +0.3% | +10.8% |
| 10Y | +80.6% | +481.1% | -400.5% | +6.9% |
| All | +224.1% | +868.1% | -644.0% | +76.8% |
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