+86.2%
GPC vs URA
+278.3%
-192.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.1% |
| 7D | +1.6% | -4.1% | +5.7% | +2.3% |
| 30D | -2.1% | -19.0% | +16.9% | +1.6% |
| 3M | -6.8% | -25.1% | +18.3% | -2.1% |
| 6M | +18.6% | -44.5% | +63.1% | +31.1% |
| YTD | +2.7% | -24.3% | +27.0% | +5.5% |
| 1Y | +1.8% | -28.1% | +29.9% | +5.3% |
| 3Y | +1.1% | +40.7% | -39.6% | -14.0% |
| 5Y | +4.1% | +35.5% | -31.4% | -13.9% |
| All | +86.2% | +278.3% | -192.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling