+156.1%
GPC vs USFR
+27.5%
+128.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +6.0% | +0.3% | +5.7% | +5.8% |
| 3M | +42.6% | +1.0% | +41.6% | +41.8% |
| 6M | +22.8% | +1.9% | +20.8% | +21.3% |
| YTD | +15.5% | +2.6% | +12.8% | +13.7% |
| 1Y | +2.0% | +4.0% | -2.0% | -0.4% |
| 3Y | -1.4% | +14.1% | -15.5% | -9.2% |
| 5Y | +30.6% | +20.4% | +10.2% | +15.9% |
| 10Y | +80.6% | +28.0% | +52.6% | +55.0% |
| All | +156.1% | +27.5% | +128.5% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling