+437.1%
GS vs GPC
+74.2%
+362.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +5.1% | -1.3% | +6.4% | +5.8% |
| 30D | +2.4% | -6.0% | +8.5% | +5.3% |
| 3M | -11.5% | -7.6% | -3.9% | -8.5% |
| 6M | -2.5% | +24.2% | -26.7% | -14.1% |
| YTD | +5.5% | +2.7% | +2.7% | 0.0% |
| 1Y | +11.0% | +0.2% | +10.9% | +6.6% |
| 3Y | +200.1% | -0.8% | +200.8% | +175.9% |
| 5Y | +154.7% | +4.4% | +150.3% | +120.6% |
| All | +437.1% | +74.2% | +362.9% | +235.0% |
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