+89.2%
IT vs GPC
+74.9%
+14.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | -1.8% | -6.3% | +4.4% | +1.0% |
| 3M | +4.8% | -8.2% | +13.0% | +8.8% |
| 6M | +33.0% | +27.1% | +5.9% | +18.2% |
| YTD | -23.8% | +3.1% | -27.0% | -26.5% |
| 1Y | -16.5% | +0.1% | -16.6% | -18.4% |
| 3Y | -53.6% | +0.2% | -53.9% | -56.6% |
| 5Y | -42.1% | +4.9% | -47.0% | -47.8% |
| All | +89.2% | +74.9% | +14.3% | +28.7% |
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