+87.4%
GPC vs USFR
+28.0%
+59.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.3% | +0.3% | +1.0% | +1.0% |
| 3M | +37.1% | +1.0% | +36.1% | +35.7% |
| 6M | +23.2% | +1.9% | +21.2% | +20.7% |
| YTD | +13.1% | +2.7% | +10.4% | +10.0% |
| 1Y | +0.9% | +4.0% | -3.1% | -3.3% |
| 3Y | -0.8% | +14.0% | -14.8% | -14.4% |
| 5Y | +31.1% | +20.4% | +10.7% | +4.6% |
| 10Y | +87.4% | +28.0% | +59.4% | +41.6% |
| All | +87.4% | +28.0% | +59.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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