+303.0%
HIG vs GPC
+87.0%
+216.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -2.3% | -1.8% | -0.5% | -1.5% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | +6.3% | +37.4% | -31.1% | -9.1% |
| 6M | +0.6% | +25.4% | -24.9% | -10.6% |
| YTD | +0.6% | +12.2% | -11.6% | -7.3% |
| 1Y | +6.1% | -0.3% | +6.4% | +3.4% |
| 3Y | +102.0% | -1.6% | +103.6% | +89.2% |
| 5Y | +119.2% | +31.0% | +88.2% | +69.7% |
| All | +303.0% | +87.0% | +216.0% | +150.0% |
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