+127.7%
GPC vs USFR
+28.5%
+99.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -2.1% | +0.4% | -2.5% | -2.3% |
| 3M | -6.8% | +1.1% | -7.9% | -7.4% |
| 6M | +18.6% | +2.1% | +16.5% | +17.1% |
| YTD | +2.7% | +3.4% | -0.7% | +0.6% |
| 1Y | +1.8% | +4.1% | -2.3% | -0.7% |
| 3Y | +1.1% | +14.4% | -13.3% | -7.1% |
| 5Y | +4.1% | +21.3% | -17.3% | -8.1% |
| 10Y | +88.2% | +28.5% | +59.8% | +61.1% |
| All | +127.7% | +28.5% | +99.2% | +88.9% |
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