+336.0%
IR vs GPC
+78.4%
+257.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +9.2% | -6.3% | +15.5% | +12.8% |
| 3M | +0.9% | -8.2% | +9.1% | +5.3% |
| 6M | +19.2% | +27.1% | -7.9% | +2.4% |
| YTD | +7.5% | +3.1% | +4.3% | +2.5% |
| 1Y | +11.7% | +0.1% | +11.7% | +8.6% |
| 3Y | +23.9% | +0.2% | +23.7% | +14.7% |
| 5Y | +46.4% | +4.9% | +41.5% | +29.6% |
| All | +336.0% | +78.4% | +257.5% | +179.6% |
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