+22.9%
IP vs GPC
+80.7%
-57.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -5.3% | +1.2% | -6.5% | -5.8% |
| 30D | -10.9% | +6.0% | -16.8% | -13.5% |
| 3M | +11.2% | +42.6% | -31.5% | -8.4% |
| 6M | -10.2% | +22.8% | -33.0% | -20.1% |
| YTD | -2.0% | +15.5% | -17.4% | -10.7% |
| 1Y | -19.1% | +2.0% | -21.1% | -21.3% |
| 3Y | +20.9% | -1.4% | +22.3% | +14.5% |
| 5Y | -17.8% | +30.6% | -48.4% | -36.0% |
| All | +22.9% | +80.7% | -57.8% | -24.5% |
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