+91.4%
IT vs GPC
+83.6%
+7.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -9.1% | -0.6% | -8.5% | -8.8% |
| 30D | -12.2% | +1.3% | -13.5% | -12.7% |
| 3M | +7.8% | +37.1% | -29.3% | -7.0% |
| 6M | +2.0% | +23.2% | -21.2% | -8.0% |
| YTD | -32.7% | +13.1% | -45.8% | -37.7% |
| 1Y | -31.1% | +0.9% | -32.0% | -32.5% |
| 3Y | -52.1% | -0.8% | -51.3% | -54.7% |
| 5Y | -46.3% | +31.1% | -77.4% | -56.5% |
| 10Y | +91.4% | +87.4% | +4.0% | +26.5% |
| All | +91.4% | +83.6% | +7.7% | +26.5% |
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