+2,064.0%
GS vs GPC
+962.1%
+1,101.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | -1.6% | +6.0% | -7.5% | -5.3% |
| 3M | -4.5% | +42.6% | -47.1% | -25.8% |
| 6M | +20.9% | +22.8% | -1.9% | +2.7% |
| YTD | +19.9% | +15.5% | +4.4% | +3.8% |
| 1Y | +41.4% | +2.0% | +39.4% | +32.4% |
| 3Y | +239.2% | -1.4% | +240.6% | +205.2% |
| 5Y | +185.0% | +30.6% | +154.4% | +103.4% |
| 10Y | +655.0% | +80.6% | +574.3% | +294.0% |
| All | +2,064.0% | +962.1% | +1,101.9% | +187.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling