+25.7%
GPN vs GPC
+87.0%
-61.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | -3.5% | -1.8% | -1.8% | -2.6% |
| 30D | +3.1% | +0.1% | +3.0% | +3.1% |
| 3M | +42.3% | +37.4% | +4.9% | +19.4% |
| 6M | +20.9% | +25.4% | -4.6% | +6.2% |
| YTD | +15.2% | +12.2% | +3.0% | +5.3% |
| 1Y | +5.4% | -0.3% | +5.8% | +3.0% |
| 3Y | -27.4% | -1.6% | -25.8% | -31.7% |
| 5Y | -44.2% | +31.0% | -75.2% | -56.9% |
| All | +25.7% | +87.0% | -61.3% | -27.2% |
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