+46.6%
GPN vs GPC
+74.9%
-28.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | -5.6% | +0.4% | -6.1% | -5.8% |
| 30D | +13.6% | -6.3% | +19.9% | +17.4% |
| 3M | -2.8% | -8.2% | +5.3% | +1.4% |
| 6M | +38.1% | +27.1% | +11.0% | +20.1% |
| YTD | +19.9% | +3.1% | +16.8% | +14.2% |
| 1Y | +23.4% | +0.1% | +23.3% | +19.5% |
| 3Y | -12.6% | +0.2% | -12.9% | -19.1% |
| 5Y | -26.6% | +4.9% | -31.5% | -35.5% |
| All | +46.6% | +74.9% | -28.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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