+88.1%
IT vs GPC
+85.0%
+3.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -7.5% | +0.4% | -7.8% | -7.6% |
| 30D | -1.2% | -1.8% | +0.7% | -0.5% |
| 3M | -2.2% | -6.6% | +4.4% | +0.7% |
| 6M | +19.1% | +21.3% | -2.2% | +8.2% |
| YTD | -25.1% | +4.3% | -29.4% | -28.1% |
| 1Y | -17.4% | +3.3% | -20.6% | -20.4% |
| 3Y | -54.1% | +0.8% | -54.9% | -57.1% |
| 5Y | -42.7% | +7.4% | -50.1% | -48.9% |
| 10Y | +88.1% | +79.2% | +8.9% | +26.6% |
| All | +88.1% | +85.0% | +3.1% | +26.6% |
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