+270.0%
INTC vs GPC
+83.6%
+186.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +18.0% | -0.6% | +18.6% | +18.1% |
| 30D | +8.9% | +1.3% | +7.6% | +8.2% |
| 3M | -1.6% | +37.1% | -38.7% | -14.8% |
| 6M | +133.1% | +23.2% | +109.9% | +110.0% |
| YTD | +187.9% | +13.1% | +174.8% | +166.5% |
| 1Y | +334.7% | +0.9% | +333.8% | +320.9% |
| 3Y | +184.2% | -0.8% | +185.0% | +168.6% |
| 5Y | +116.0% | +31.1% | +84.9% | +79.7% |
| 10Y | +270.0% | +87.4% | +182.6% | +166.1% |
| All | +270.0% | +83.6% | +186.4% | +166.1% |
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