+337.1%
IR vs GPC
+77.7%
+259.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +4.2% | -1.3% | +5.5% | +5.0% |
| 30D | +8.1% | -6.0% | +14.1% | +11.5% |
| 3M | +0.7% | -7.6% | +8.3% | +4.7% |
| 6M | +16.6% | +24.2% | -7.6% | +1.4% |
| YTD | +7.8% | +2.7% | +5.1% | +3.1% |
| 1Y | +9.9% | +0.2% | +9.7% | +6.7% |
| 3Y | +25.2% | -0.8% | +25.9% | +16.6% |
| 5Y | +46.8% | +4.4% | +42.3% | +30.2% |
| All | +337.1% | +77.7% | +259.4% | +181.0% |
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