+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 all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -1.6% | +5.1% | -6.7% | -4.8% |
| 3M | -4.5% | +41.5% | -46.0% | -25.5% |
| 6M | +20.9% | +21.8% | -0.9% | +3.3% |
| YTD | +19.9% | +14.6% | +5.3% | +4.4% |
| 1Y | +41.4% | +1.3% | +40.2% | +33.0% |
| 3Y | +239.2% | -1.4% | +240.6% | +205.0% |
| 5Y | +185.0% | +30.6% | +154.4% | +103.3% |
| 10Y | +655.0% | +80.6% | +574.3% | +293.8% |
| All | +2,064.0% | +962.1% | +1,101.9% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling