+111.9%
INTC vs GPC
+74.9%
+37.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | -39.2% | -6.3% | -32.9% | -37.9% |
| 3M | -42.9% | -8.2% | -34.8% | -41.5% |
| 6M | -50.4% | +27.1% | -77.5% | -56.1% |
| YTD | +61.7% | +3.1% | +58.6% | +54.2% |
| 1Y | +66.1% | +0.1% | +66.1% | +60.3% |
| 3Y | +58.1% | +0.2% | +57.9% | +48.2% |
| 5Y | +27.9% | +4.9% | +23.0% | +15.8% |
| All | +111.9% | +74.9% | +37.1% | +54.1% |
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